dwd: Distance Weighted Discrimination

In sdpt3r: Semi-Definite Quadratic Linear Programming Solver

Description

dwd creates input for sqlp to solve the Distance Weighted Discrimination problem - Given two sets of points An and Ap, find an optimal classification rule to group the points as accurately as possible for future classification.

Usage

dwd(Ap, An, penalty)

Arguments

Ap	An nxp point configuration matrix
An	An nxp point configuration matrix
penalty	A real valued scalar penalty for moving points across classification rule

Details

Solves the distance weighted discrimination problem. Mathematical and implementation details can be found in the vignette

Value

X	A list containing the solution matrix to the primal problem
y	A list containing the solution vector to the dual problem
Z	A list containing the solution matrix to the dual problem
pobj	The achieved value of the primary objective function
dobj	The achieved value of the dual objective function

Examples

data(Andwd)
data(Apdwd)
penalty <- 0.5

#Not Run
#out <- dwd(Apdwd,Andwd,penalty)

sdpt3r documentation built on May 2, 2019, 4:19 a.m.