I am performing a returns analysis. The idea is to regress a time-series of returns on the returns of various asset classes. The beta coefficients must be constrained such that sum of the coefficients is 1 and no coefficient is less than 0 or greater than 1. These beta coefficients can then be interpreted as explaining what % of returns are explained by exposure to the various asset classes.
Are there any packages in R that let me setup the above regression and benefit from the attendant reporting on model fit statistics? Or do I need to do some homework on setting up constrained least squares optimization in R (please provide any references to recommended R packages)?