bra: Block rearrangement algorithm

Description Usage Arguments Value Author(s) References See Also

View source: R/bra.r

Description

Function which performs the block ra of Bernard and McLeish

Usage

1
2
bra(X, f = var, shuffle = T, maxiter = 1000, stalliter = ncol(X),
  abs.tol = 0, rel.tol = 0, f.target = -Inf)

Arguments

X

numeric array or matrix

f

function of the rowsums to be minimized

shuffle

randomly permute each column of the matrix before rearrangement

maxiter

number of maximum iterations

stalliter

convergence if no improvement after stalliter iteration

abs.tol

abs convergence crit

rel.tol

relative convergence criterion

f.target

value of the objective function at which absolute converge is reached

Value

list of rearranged matrix, rowsums (descending), iterations, current objective, iterations of objective, whether converged

Author(s)

Kris Boudt, kris.boudt@vub.ac.be

Edgars Jakobsons, edgars.jakobsons@math.ethz.ch

Steven Vanduffel, steven.vanduffel@vub.ac.be

Kristof Verbeken, kristof.verbeken@vub.ac.be

References

http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2634669

See Also

The ra for the rearrangement algorithm


blockra documentation built on May 2, 2019, 5:19 p.m.