Subgradient: Computes a subgradient for the projected subgradient...

In OrdMonReg: Compute least squares estimates of one bounded or two ordered isotonic regression curves

Description

This function computes a subgradient of the function Ψ.

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 [e-mail]
http://www.ceremade.dauphine.fr/~fadoua

Kaspar Rufibach (maintainer) [e-mail]
http://www.kasparrufibach.ch

Filippo Santambrogio [e-mail]
http://www.math.u-psud.fr/~santambr/

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.

OrdMonReg documentation built on May 2, 2019, 1:45 p.m.