test.R
In rbridge: Restricted Bridge Estimation

set.seed(2019)
beta <- c(3, 1.5, 0, 0, 2, 0, 0, 0)
p <- length(beta)
beta <- matrix(beta, nrow = p, ncol = 1)
p.active <- which(beta != 0)
### Restricted Matrix and vector
### Res 1
c1 <- c(1,1,0,0,1,0,0,0)
R1.mat <- matrix(c1,nrow = 1, ncol = p)
r1.vec <- as.matrix(c(6.5),1,1)
### Res 2
c2 <- c(-1,1,0,0,1,0,0,0)
R2.mat <- matrix(c2,nrow = 1, ncol = p)
r2.vec <- matrix(c(0.5),nrow = 1, ncol = 1)
### Res 3
R3.mat <- t(matrix(c(c1,c2),nrow = p, ncol = 2))
r3.vec <- matrix(c(6.5,0.5),nrow = 2, ncol = 1)
### Res 4
R4.mat = diag(1,p,p)[-p.active,]
r4.vec <- matrix(rep(0,p-length(p.active)),nrow = p-length(p.active), ncol = 1)
n = 100
X = matrix(rnorm(n*p),n,p)
y = X%*%beta + rnorm(n) 
model1 <- rbridge(X, y, q = 1, R1.mat, r1.vec)
print(model1)
model2 <- rbridge(X, y, q = 1, R2.mat, r2.vec)
print(model2)
model3 <- rbridge(X, y, q = 1, R3.mat, r3.vec)
print(model3)
model4 <- rbridge(X, y, q = 1, R4.mat, r4.vec)
print(model4)