Compute constrained OLS estimate subject to linear constraints

Compute constrained OLS estimate subject to linear constraints

Usage

find_betaH(y, X, C, d)

Arguments

y

Response vector

X

Design matrix

C

Constraint matrix

d

Constraint vector

Value

Numeric vector of constrained OLS estimates

Examples

y <- c(1,2,3,4)
X <- cbind(1, c(1,2,3,4))
C <- matrix(c(0,1), nrow=1)
d <- 0
# find_betaH(y, X, C, d)