cls: Mixed primal-dual bases algorithm for estimation of parameters with restriction.
Description
It is used to estimate the parameters which have restrictions on the domain based on mixed primal-dual bases algorithm.
Usage
cls(y, X)
Value
y
A vector for responses;
x
Matrix of covariates;
betahat
Estimates of parameters;
yhat
Estimates of responses.
Arguments
y
A vector for responses.
X
Matrix of covariates.
Author
Yili Hong
References
Fraser, D. A. S. and H. Massam (1989), A mixed primal-dual bases algorithm for regression under inequality constraints. Application to concave regression. Scandinavian Journal of Statistics, Vol. 16, pp. 65-74.