compute_objective_val | R Documentation |
Returns the objective value given a design vector as well an an objective function. This is sometimes duplicated in Java. However, within Java, tricks are played to make optimization go faster so Java's objective values may not always be the same as the true objective function (e.g. logs or constants dropped).
compute_objective_val(X, indic_T, objective = "abs_sum_diff", inv_cov_X = NULL)
X |
The n x p design matrix |
indic_T |
The n-length binary allocation vector |
objective |
The objective function to use. Default is |
inv_cov_X |
Optional: the inverse sample variance covariance matrix. Use this argument if you will be doing many calculations since passing this in will cache this data. |
Adam Kapelner
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