[R] regression constraints?

[John P. Burkett]

A Bayesian approach to regression with inequality constraints on the
coefficients is to estimate the regression without constraints, sample from
the distribution of the coefficients, discard draws that violate the
inequality constraints, and finally compute summary statistics from the
remaining subsample.  Andrew Gelman et al. explain how to do that in
Bayesian Data Analysis.  I believe they implemented their procedures in
S-Plus.  If any one has written similar programs in R, please let us know.

----- Original Message -----
From: Strumila, John <John.Strumila at team.telstra.com>
To: <R-help at stat.math.ethz.ch>
Sent: Thursday, January 04, 2001 4:56 PM
Subject: [R] regression constraints?


> gday R gurus,
>
> I have a multivariate regression for which I want to constrain the
> coefficients to be > 0.  Is this possible?
>
> I've check the doco and searched CRAN but can't find anything.
>
> thanks,
> John Strumila
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