sSolver: Negative Poisson Log-Likelihood

In isotone: Active Set and Generalized PAVA for Isotone Optimization

Negative Poisson Log-Likelihood

Description

Solver for the negative Poisson log-likelihood

Usage

sSolver(z, a, extra)

Arguments

z	Vector containing observed response
a	Matrix with active constraints
extra	List with element y containing the observed response vector

Details

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

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

##Minimizing Poisson log-liklihood
set.seed(12345)
yp <- rpois(9,5)
Atot <- cbind(1:8, 2:9)     ##Matrix defining isotonicity (total order)
x0 <- 1:9                   ##starting values
fit.poi <- activeSet(Atot, sSolver, x0 = x0, y = yp)

isotone documentation built on June 8, 2025, 11:40 a.m.