R code for Constrained Optimization
CODE FOR CONSTRAINED OPTIMIZATION
in the R Programming Language
WITH APPLICATIONS IN STATISTICS
CRAN packages:
Cone Projection and Quadratic Programming
The Constrained Generalized Additive Model
Penalized Isotonic Regression in One and Two Dimensions
Testing Against a Parametric Model
Miscellaneous functions, not yet in CRAN:
Contrained Penalized Splines
Bayesian Nonparametric Function Estimation under Shape Restrictions
Maximum-Likelihood Estimation of Smooth Distributions under Shape Restrictions
Least-squares Density Estimation with Shape Restrictions using Regression Splines
Multiple Isotonic Regression including test for constant regression function
This work funded in part by NSF DMS-0905656
meyer@stat.colostate.edu