[R] BVLS

[Prof Brian Ripley]

On Fri, 23 Jan 2004, Briggs, Meredith M wrote:

> Is there an R package that solves linear least squares with upper and
> lower bounds on the variables. Something like the Parker and Stark
> algorithm written in Fortran.

Probably not, but this is an easy application of optim(method="L-BFGS")
or of solve.QP() in package quadprog.

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
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