solveqp: Solves a specific quadratic programming problem

In DeconWK: Deconvolution by Weighted Kernels

Description

Solves the quadratic programming problem (9) of Hazelton and Turlach via a homotopy algorithm approach as described in Appendix B.

Usage

solveqp(Qmat, bvec)

Arguments

Qmat	The matrix Q in equation (9a) of Hazelton and Turlach (2009)
bvec	The vector b in equation (9a) of Hazelton and Turlach (2009)

Value

The vector w that solves the quadratic problem (9).

Note, the entries in this vector add to one as the code works with a different parameterisation of the weight vector.

Author(s)

Berwin A Turlach [e-mail]

References

Hazelton, M.L. and Turlach, B.A. (2009). Nonparametric density deconvolution by weighted kernel estimators, Statistics and Computing 19(3): 217–228. http://dx.doi.org/10.1007/s11222-008-9086-7.

See Also

ipop

DeconWK documentation built on May 2, 2019, 6:08 p.m.