ra: Rearrangement Algorithm

In blockra: Block Rearrangement Algorithm

Description

Function which performs the traditional RA

Usage

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

Arguments

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, [e-mail]

Edgars Jakobsons, [e-mail]

Steven Vanduffel, [e-mail]

Kristof Verbeken, [e-mail]

References

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

See Also

blockra for the block rearrangement algorithm

brave for the block rearrangement variance equalizer

ra for the rearrangement algorithm

blockra for the block rearrangement algorithm

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