[R] Linear Models with positive coefficients?

[Douglas Bates]

John Logsdon <j.logsdon at lancaster.ac.uk> writes:

> Just a thought.  Otherwise a constrained optimisation algorithm, which is
> not available in R.  Or parameterise so that the log of the parameter is
> used, as in the gnlr suite for the shape parameter.

There are simpler ways of going about the task because it is
essentially an integer programming problem.  You are just searching
for the subset of the coefficients that should be set equal to zero.

Dennis Wolf and I wrote about it several years ago including some
Fortran code.

@article{bate:wolf:1984,
    Author = {Bates, Douglas M. and Wolf, Dennis A.},
    Title = {Non-negative Regression By {G}ivens Rotations},
    Year = 1984,
    Journal = {Communications in Statistics, Part B -- Simulation and
              Computation},
    Volume = 13,
    Pages = {841--850}
}

Given the number of things I am supposed to be working on, I will not
be able to make an R implementation of this soon.  If anyone wants to
try I would be happy to offer what advice I can.
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