priorL2 | R Documentation |
As a prior function, it returns derivatives with respect to the penalty parameter in addition to parameter derivatives.
priorL2(mu, lambda = "lambda", attr.name = "prior", condition = NULL)
mu |
Named numeric, the prior values |
lambda |
Character of length one. The name of the penalty paramter in |
attr.name |
character. The constraint value is additionally returned in an attributed with this name |
condition |
character, the condition for which the constraint should apply. If
|
Computes the constraint value
e^{\lambda} \| p-\mu \|^2
and its derivatives with respect to p and lambda.
List of class objlist
, i.e. objective value, gradient and Hessian as list.
wrss
p <- c(A = 1, B = 2, C = 3, lambda = 0)
mu <- c(A = 0, B = 0)
obj <- priorL2(mu = mu, lambda = "lambda")
obj(pars = p + rnorm(length(p), 0, .1))
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