This is an R package to compute the multivariate quasiconvex/quasiconcave nonparametric LSE with or without additional monotonicity constraints as described in "Least Squares Estimation of a Monotone Quasiconvex Regression Function" by Somabha Mukherjee, Rohit K. Patra, Andrew L. Johnson, and Hiroshi Morita, which can be found at the following link:
https://arxiv.org/abs/2003.04433
To download the R package use the following in R:
library(devtools)
install_github(repo = "rohitpatra/QuasiLSE")
library(QuasiLSE)
Note that the above package requires an installation CPLEX or Gurobi and the R-package RCPLEX/gurobi Files in the folder titled "ReplicationCode" replicate Figure 5, 6, and 7 of https://arxiv.org/abs/2003.04433.
References
Somabha Mukherjee, Rohit K. Patra, Andrew L. Johnson, and Hiroshi Morita. Least Squares Estimation of a Monotone Quasiconvex Regression Function. 2020. arXiv:2003.04433