optim_COLS: The COLS algorithm.

In bonStats/gcreg: General Constraint REGression

Description

Provided for advanced users. Using cpm() is recommended as main interface.

Usage

optim_cols(par, Y, X, oracle_fun, control = cols_control(...), aim_gamma,
  save_gamma = F, ...)

Arguments

par	initial starting point of algorithm.
Y	(scaled) observation matrix.
X	orthonormalised design matrix.
oracle_fun	function that determines if a given point is inside the constrained space.
control	list of controls generated by cols_control().
aim_gamma	The unconstrained solution to descend towards, on the orthonormal scale, computed as crossprod(X, Y) if not provided.
save_gamma	Save and return a list of the gamma iterates.
...	additional parameters passed to control if not specified.

Value

constrained minimum solution.

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