sgl_test: Test a sgl-Objective

Description Usage Arguments Value Author(s)

View source: R/sgl_test.R

Description

This function will run tests on the gradient and hessian functions implemented in a C++ objective module. Detected problems will be printed to the console.'

Usage

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sgl_test(module_name, PACKAGE, data, parameterGrouping, groupWeights,
  parameterWeights, algorithm.config = sgl.standard.config)

Arguments

module_name

reference to objective specific C++ routines.

PACKAGE

name of the calling package.

data

a list of data objects – will be parsed to the specified module.

parameterGrouping

grouping of parameters, a vector of length p. Each element of the vector specifying the group of the parameters in the corresponding column of β.

groupWeights

the group weights, a vector of length length(unique(parameterGrouping)) (the number of groups).

parameterWeights

a matrix of size q \times p.

algorithm.config

the algorithm configuration to be used.

Value

The number of found problems

Author(s)

Martin Vincent


sglOptim documentation built on Oct. 21, 2018, 9:04 a.m.