bounce_monotone: Bounce away from monotone boundary

In bonStats/gcreg: General Constraint REGression

Description

This function helps if COLS gets stuck in flat spots of the constraint boundary. It will bounce the starting point towards an inner point of the constrained region.

Usage

bounce_monotone(gam, Y, Xo, poly_basis, oracle_fun, region, basis_cv, control)

Arguments

gam	gamma iterate (should be on boundary of monotonicity)
Y	Y data
Xo	Orthonormal X design matrix
poly_basis	Polynomial basis for gamma
oracle_fun	Monotonicity oracle function
region	Region of monotonicity constraint
basis_cv	converter function for polynomial basis
control	control list created by cols_control

Value

new gamma estimate or original if no better soluton found

Examples

#To do

bonStats/gcreg documentation built on May 20, 2019, 5:44 p.m.