UMRhess: Compute Hessian of Unlinked Monotone Regression objective...

Description Usage Arguments Details

View source: R/UMRhess.R

Description

Compute Hessian of Unlinked Monotone Regression objective function from Balabdaoui, Doss, and Durot

Usage

1
UMRhess_generic(mm, ww_m, yy, ww_y = rep(1/length(yy), length(yy)), dens, BBp)

Arguments

mm

Current (unsorted) estimate/iterate at which to compute gradient. (Length is <= than the number of X observations in the problem).

ww_m

Weights (nonnegative, sum to 1) corresponding to mm. Same length as mm.

yy

Y (response) observation vector (numeric)

ww_y

Weights (nonnegative, sum to 1) corresponding to yy. Same length as yy. Default is just 1/length(yy) for each value.

dens

This is the error density, a function object (Balabdaoui, Doss, Durot (2020+). Function accepting vector or matrix arguments.

BBp

This is derivative of "B" function ("B prime"), where B is defined in the paper. Function accepting vector or matrix arguments.

Details

See paper for derivations.


UMR documentation built on Aug. 14, 2021, 9:09 a.m.

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