sir_solver: semi-sir solver 'C++' function

In orthoDr: Semi-Parametric Dimension Reduction Models Using Orthogonality Constrained Optimization

semi-sir solver C++ function

Description

Sovling the semi-sir estimating equations. This is an internal function and should not be called directly.

Usage

sir_solver(
  B,
  X,
  Y,
  bw,
  rho,
  eta,
  gamma,
  tau,
  epsilon,
  btol,
  ftol,
  gtol,
  maxitr,
  verbose,
  ncore
)

Arguments

B	A matrix of the parameters B, the columns are subject to the orthogonality constraint
X	A matrix of the parameters X
Y	A matrix of the parameters Y
bw	Kernel bandwidth for X
rho	(don't change) Parameter for control the linear approximation in line search
eta	(don't change) Factor for decreasing the step size in the backtracking line search
gamma	(don't change) Parameter for updating C by Zhang and Hager (2004)
tau	(don't change) Step size for updating
epsilon	(don't change) Parameter for apprximating numerical gradient, if g is not given.
btol	(don't change) The $B$ parameter tolerance level
ftol	(don't change) Functional value tolerance level
gtol	(don't change) Gradient tolerance level
maxitr	Maximum number of iterations
verbose	Should information be displayed

References

Ma, Y., & Zhu, L. (2012). A semiparametric approach to dimension reduction. Journal of the American Statistical Association, 107(497), 168-179. DOI: \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1080/01621459.2011.646925")}

orthoDr documentation built on April 30, 2023, 5:12 p.m.