Subgradient {OrdMonReg} | R Documentation |
This function computes a subgradient of the function Psi.
Subgradient(b, g1, w1, g2, w2, B, Gsi)
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). |
The subgradient at b.
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
Balabdaoui, F., Rufibach, K., Santambrogio, F. (2009). Least squares estimation of two ordered antitonic regression curves. Preprint.
This function is used by BoundedAntiMeanTwo
.