[R] Constrained least squares

[Ben Bolker]

Domenico Vistocco <vistocco <at> unicas.it> writes:

> 
> Is there a function in R for constrained linear least squares?
> 
> I used the matlab function LSQLIN: my aim is to obtain
> non-negative regression coefficients which sum 1.
> 
> Thanks in advance,
> domenico vistocco

  I haven't tried it, but it looks like constrOptim()
[plus your own objective function that calculates sums of squares,
something like

f <- function(param1,param2) {
   y.exp <- ... [function of param1 and param2]
   sum((y.exp-y)^2)
}

(or substitute -sum(dnorm(y,mean=y.exp,sd=param3,log=TRUE)) for
the last line)