lagrange: Langrangian Functions for Bregman Distances with Linear...
In kevjosey/cbal: Covariate Balancing Weights using Generalized Projections of Bregman Distances
lagrange R Documentation
Langrangian Functions for Bregman Distances with Linear Equality Constraints
Description
Use lagrange_ent for the unnormalized relative entropy.
Usage
lagrange_ent(coefs, constraint, target, base_weights)
lagrange_bent(coefs, constraint, target, base_weights)
lagrange_sent(coefs, constraint, target, base_weights)
Arguments
coefs
vector of Lagrangian multipliers (also known as the dual vector).
constraint
a matrix that determines the basis of a linear subspace which define the equality constraints
of the optimization problem.
target
the target margins of the linear equality constraints. This vector
should have a length equal to the number of columns in constraint.
base_weights
a vector of base weights with length equal to the
number of rows in constraint.
Details
Use lagrange_bent for the binary relative entropy.
Use lagrange_sent for the shifted unnormalized relative entropy.
kevjosey/cbal documentation built on July 22, 2023, 11:04 a.m.
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| lagrange | R Documentation |
Langrangian Functions for Bregman Distances with Linear Equality Constraints
Description
Use lagrange_ent for the unnormalized relative entropy.
Usage
lagrange_ent(coefs, constraint, target, base_weights)
lagrange_bent(coefs, constraint, target, base_weights)
lagrange_sent(coefs, constraint, target, base_weights)
Arguments
coefs |
vector of Lagrangian multipliers (also known as the dual vector). |
constraint |
a matrix that determines the basis of a linear subspace which define the equality constraints of the optimization problem. |
target |
the target margins of the linear equality constraints. This vector
should have a length equal to the number of columns in |
base_weights |
a vector of base weights with length equal to the
number of rows in |
Details
Use lagrange_bent for the binary relative entropy.
Use lagrange_sent for the shifted unnormalized relative entropy.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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