Inference with Linear Equality and Inequality Constraints Using R: The Package ic.infer

Abstract

In linear models and multivariate normal situations, prior information in linear inequality form may be encountered, or linear inequality hypotheses may be subjected to statistical tests. R package ic.infer has been developed to support inequality-constrained estimation and testing for such situations. This article gives an overview of the principles underlying inequality-constrained inference that are far less well-known than methods for unconstrained or equality-constrained models, and describes their implementation in the package.

Keywords

• inequality constraints
• quadratic programming
• order-restricted linear model
• <b>ic.infer</b>
• <b>mvtnorm</b>