dSolver {isotone}R Documentation

Absolute Value Norm

Description

Solver for the least absolute value norm with optional weights.

Usage

dSolver(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

Details

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

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 weighted absolute norm problem
set.seed(12345)
z <- 9:1                   ##predictor values
y <- rnorm(9)              ##response values
w <- rep(1,9)              ##unit weights
btota <- cbind(1:8, 2:9)   ##Matrix defining isotonicity (total order)
#fit.abs <- activeSet(z, btota, dSolver, weights = w, y = y)


[Package isotone version 0.8-1 Index]