[R-pkgs] new package 'bvls', update of 'nnls'
kate at few.vu.nl
Mon Dec 3 20:41:55 CET 2007
A new package 'bvls' is available on CRAN.
The package provides an R interface to the Stark-Parker algorithm for
bounded-variable least squares (BVLS) that solves A x = b with the
constraint l <= x <= u under least squares criteria, where l,x,u \in R^n,
b \in R^m and A is an m \times n matrix.
The Stark-Parker BVLS algorithm was published in
Stark PB, Parker RL (1995). Bounded-variable least-squares: an
algorithm and applications, Computational Statistics, 10, 129-141.
The packages interfaces the Fortran77 code distributed via the statlib
on-line software repository at Carnegie Mellon University
(http://lib.stat.cmu.edu/general/bvls), modified very slightly for
compatibility with the gfortran compiler. Stark and Parker have agreed to
distribution under GPL version 2 or newer.
The function 'bvls::bvls' returns an object of (S3) class 'bvls', which
has methods for 'coefficients', 'fitted.values', 'deviance' and
Version 1.1 of the package 'nnls' is available on CRAN.
Changes between Version 1.0 and 1.1:
o The function 'nnls::nnls' returns an object of (S3) class
'nnls', which has methods for 'coefficients',
'fitted.values', 'deviance' and 'residuals'
o The function 'nnnpls::nnnpls' allows each element of x to be
constrained to either a non-positive or a non-negative value
mail: Department of Physics and Astronomy, Faculty of Sciences
Vrije Universiteit Amsterdam, de Boelelaan 1081
1081 HV Amsterdam, The Netherlands
tel: +31 205987870
fax: +31 205987992
e-mail: kate at nat.vu.nl
More information about the R-packages