eSolver {isotone} | R Documentation |
L1 approximation
Description
Solves an L1 approximation.
Usage
eSolver(z, a, extra)
Arguments
z |
Vector containing observed response |
a |
Matrix with active constraints |
extra |
List with element y containing the observed response vector and weights
with optional observation weights, eps for the error term |
Details
This function is called internally in activeSet
by setting mySolver = eSolver
.
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 using active set
set.seed(12345)
z <- 9:1 ##predictor values
y <- rnorm(9) ##response values
w <- rep(1,9) ##unit weights
eps = 0.01 ##error term
btota <- cbind(1:8, 2:9) ##Matrix defining isotonicity (total order)
fit.approx <- activeSet(z, btota, eSolver, weights = w, y = y, eps = eps)
[Package
isotone version 0.8-1
Index]