I would like to use hqreg but apply positivity constraints on the fitted coefficients (box constraints would also be nice, but for my application positivity constraints would be enough). In glmnet this is possible by setting lower.limits to 0 (and there's also an extra argument upper.limits for box constraints).
I was just wondering if this feature might be planned in some future update of the package?
[I understand it is possible to add positivity constraints in Newton's method, see
https://scicomp.stackexchange.com/questions/23499/best-way-to-add-a-positivity-constraint-to-newtons-method]
I would like to use hqreg but apply positivity constraints on the fitted coefficients (box constraints would also be nice, but for my application positivity constraints would be enough). In glmnet this is possible by setting lower.limits to 0 (and there's also an extra argument upper.limits for box constraints).
I was just wondering if this feature might be planned in some future update of the package?
[I understand it is possible to add positivity constraints in Newton's method, see
https://scicomp.stackexchange.com/questions/23499/best-way-to-add-a-positivity-constraint-to-newtons-method]