oSolver {isotone}R Documentation

Lp norm

Description

Solver for Lp-norm.

Usage

oSolver(z, a, extra)

Arguments

z Vector containing observed response
a Matrix with active constraints
extra List with element y containing the observed response vector, weights as an optional weight vector, and p as the exponent for the Lp-norm.

Details

This function is called internally in activeSet by setting mySolver = oSolver.

Value

x Vector containing the fitted values
lbd Vector with Lagrange multipliers
f Value of the target function
gx Gradient at point x

See Also

activeSet

Examples


##Fitting isotone regression 
set.seed(12345)
z <- 9:1                   ##predictor values
y <- rnorm(9)              ##response values
w <- diag(rep(1,9))        ##unit weight matrix
p <- 3
btota <- cbind(1:8, 2:9)   ##Matrix defining isotonicity (total order)
#fit.pnorm <- activeSet(z, btota, oSolver, weights = w, y = y, p = p)


[Package isotone version 0.8-1 Index]