find_dir_deriv: Compute Directional Derivatives for Active Set Algorithm

In iclogcondist: Log-Concave Distribution Estimation with Interval-Censored Data

Compute Directional Derivatives for Active Set Algorithm

Description

This function computes the directional derivatives for the active set algorithm used in the estimation of the distribution function under log-concavity with interval-censored data. The calculation takes advantage of the specific structure of the basis matrix, making it efficient to compute in O(n) time complexity.

Usage

find_dir_deriv(diff_tau, first_order)

Arguments

diff_tau	A numeric vector containing the differences between consecutive time points (tau).
first_order	A numeric vector representing the first-order derivatives at each time point.

Value

A numeric vector of length length(diff_tau) + 1 representing the directional derivatives for the active set algorithm.

iclogcondist documentation built on April 4, 2025, 5:18 a.m.