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]