Description Usage Arguments Details Value References See Also Examples

Minimizes soft insensitive loss function (SILF) for support vector regression.

1 | ```
iSolver(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 = iSolver`

.

`x` |
Vector containing the fitted values |

`lbd` |
Vector with Lagrange multipliers |

`f` |
Value of the target function |

`gx` |
Gradient at point x |

Efron, B. (1991). Regression percentiles using asymmetric squared error loss. Statistica Sinica, 1, 93-125.

1 2 3 4 5 6 7 8 9 |

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