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SPREDA (version 1.2)

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.

See Also

clme and deglmx

Examples

Run this code
y<-sort(rnorm(100, 10, 2))
x<-cbind(runif(100, 1, 3), sort(rnorm(100, 3, 1)))
res<-cls(y, x)

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