eSolver | R Documentation |
Solves an L1 approximation.
eSolver(z, a, extra)
z |
Vector containing observed response |
a |
Matrix with active constraints |
extra |
List with element |
This function is called internally in activeSet
by setting mySolver = eSolver
.
x |
Vector containing the fitted values |
lbd |
Vector with Lagrange multipliers |
f |
Value of the target function |
gx |
Gradient at point x |
activeSet
##Fitting isotone regression using active set
set.seed(12345)
y <- rnorm(9) ##response values
w <- rep(1,9) ##unit weights
eps = 0.01 ##error term
btota <- cbind(1:8, 2:9) ##Matrix defining isotonicity (total order)
fit.approx <- activeSet(btota, eSolver, weights = w, y = y, eps = eps)
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