oSolver: Lp norm

Description Usage Arguments Details Value See Also Examples

Description

Solver for Lp-norm.

Usage

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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

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##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 May 1, 2019, 7:34 p.m.