Subgradient {OrdMonReg}R Documentation

Computes a subgradient for the projected subgradient algorithm

Description

This function computes a subgradient of the function Psi.

Usage

Subgradient(b, g1, w1, g2, w2, B, Gsi)

Arguments

b Vector in R^{n-1} at which subgradient should be computed.
g1 Vector in R^n, measurements of upper function.
w1 Vector in R^n, weights for upper function.
g2 Vector in R^n, measurements of lower function.
w2 Vector in R^n, weights for lower function.
B Value of b_n^*.
Gsi Matrix in R^{n times n} that contains the quantities G_{s, i} defined in Balabdaoui et al. (2009).

Value

The subgradient at b.

Author(s)

Fadoua Balabdaoui fadoua@ceremade.dauphine.fr
http://www.ceremade.dauphine.fr/~fadoua

Kaspar Rufibach (maintainer) kaspar.rufibach@ifspm.uzh.ch
http://www.biostat.uzh.ch/aboutus/people/rufibach.html

Filippo Santambrogio filippo@ceremade.dauphine.fr
http://www.ceremade.dauphine.fr/~filippo

References

Balabdaoui, F., Rufibach, K., Santambrogio, F. (2009). Least squares estimation of two ordered antitonic regression curves. Preprint.

See Also

This function is used by BoundedAntiMeanTwo.


[Package OrdMonReg version 1.0.2 Index]