activeSetRoutines: Auxiliary Numerical Routine for the Function...

Description Usage Arguments Author(s) See Also

Description

Function used by activeSetLogCon.mode.

Usage

1
LocalExtend(x, IsKnot, x2, phi2, constr=NULL) 

Arguments

x

Vector of independent and identically distributed numbers, with strictly increasing entries.

IsKnot

Vector with entries IsKnot_i = 1\{φ has a kink at x_i\}.

x2

Vector of same type as x.

phi2

Vector of same type as φ.

constr

If doing unconstrained optimization then constr can be of length less or equal to 1 (e.g. NULL) or have two identical entries. If modally constrained optimization, then constr is a numeric vector of length two containing two integer indices for x2 corresponding to the knots on either side of the mode.

Author(s)

Kaspar Rufibach, kaspar.rufibach@gmail.com,
http://www.kasparrufibach.ch

Lutz Duembgen, duembgen@stat.unibe.ch,
http://www.staff.unibe.ch/duembgen

Charles Doss, cdoss@stat.washington.edu,
www.stat.washington.edu/people/cdoss

See Also

Used by activeSetLogCon.mode to estimate a log-concave probability density with known location of mode.


logcondens.mode documentation built on May 2, 2019, 8:26 a.m.