priorL2: L2 objective function for prior value

In dMod: Dynamic Modeling and Parameter Estimation in ODE Models

Description

As a prior function, it returns derivatives with respect to the penalty parameter in addition to parameter derivatives.

Usage

priorL2(mu, lambda = "lambda", attr.name = "prior", condition = NULL)

Arguments

mu	Named numeric, the prior values
lambda	Character of length one. The name of the penalty paramter in p.
attr.name	character. The constraint value is additionally returned in an attributed with this name
condition	character, the condition for which the constraint should apply. If NULL, applies to any condition.

Details

Computes the constraint value

exp(lambda)*sum((p-mu)^2)

and its derivatives with respect to p and lambda.

Value

List of class objlist, i.e. objective value, gradient and Hessian as list.

See Also

wrss

Examples

p <- c(A = 1, B = 2, C = 3, lambda = 0)
mu <- c(A = 0, B = 0)
obj <- priorL2(mu = mu, lambda = "lambda")
obj(pars = p + rnorm(length(p), 0, .1))

dMod documentation built on Jan. 27, 2021, 1:07 a.m.