oSolver: Lp norm

In isotone: Active Set and Generalized PAVA for Isotone Optimization

Lp norm

Description

Solver for Lp-norm.

Usage

oSolver(z, a, extra)

Arguments

z	Vector containing observed response
a	Matrix with active constraints
extra	List with element y containing the observed response vector, weights as an optional weight vector, and p as the exponent for the Lp-norm.

Details

This function is called internally in activeSet by setting mySolver = oSolver.

Value

x	Vector containing the fitted values
lbd	Vector with Lagrange multipliers
f	Value of the target function
gx	Gradient at point x

See Also

activeSet

Examples

##Fitting isotone regression 
set.seed(12345)
y <- rnorm(9)               ##normal distributed response values
w1 <- rep(1,9)              ##unit weights
Atot <- cbind(1:8, 2:9)     ##Matrix defining isotonicity (total order)
fit.pow <- activeSet(Atot, oSolver, y = y, weights = w1, p = 1.2)

isotone documentation built on March 7, 2023, 6:58 p.m.