[R-pkgs] new package 'bvls', update of 'nnls'
Katharine Mullen
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
'residuals'.
====
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
----
Katharine Mullen
mail: Department of Physics and Astronomy, Faculty of Sciences
Vrije Universiteit Amsterdam, de Boelelaan 1081
1081 HV Amsterdam, The Netherlands
room: T.1.06
tel: +31 205987870
fax: +31 205987992
e-mail: kate at nat.vu.nl
homepage: http://www.nat.vu.nl/~kate/
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