R code for Constrained Optimization

CODE FOR CONSTRAINED OPTIMIZATION

in the R Programming Language

WITH APPLICATIONS IN STATISTICS

Cone Projection and Quadratic Programming

Constrained Parametric Regression

Shape-Restricted Regression

Smoothed Shape-Restricted Regression

Hypothesis Testing involving Shape Restrictions

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