[R] use pcls to solve least square fitting with constraints

sonem sonem at inbox.ru
Fri Jul 15 14:13:35 CEST 2011


Hi,

I need help with imposing constraints on GAM parameters, maybe through
pcls..

I have a GAM model without intercept with several strictly parametric and
smooth parameters. I need to set a linear constraint such that sum of
parametric coefficients and first derivatives of the smoothes is equal to 1.
I saw examples with monotonicity and inequality constraints, but can't
figure out how to adapt them for my case.. appreciate any help.

Rgrds,

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