lb_ipopt: Fitting Log-Binomial Models with 'ipoptr'

Description Usage Arguments Value

View source: R/lb.R

Description

Fitting Log-Binomial Models with ipoptr

Usage

1
lb_ipopt(x, y, start, tol = 1e-08, ceps = 1e-07, control = list())

Arguments

x

design matrix of dimension n * p.

y

vector of observations of length n.

start

numeric (vector) starting value (of length p).

tol

a numeric giving the tolerance for convergence of the outer iterations (see eps in control.outer the from the auglag function.

ceps

epsilon subtracted from the right hand side (X β ≤q 0 - ceps). Since the inequality X β ≤q 0 is only fullfilled to a certain tolerance we have to substact epsilon to ensure X β ≤q 0.

control

passed to control.outer.

Value

the optimization result.


lb documentation built on Feb. 19, 2020, 3:01 a.m.

Related to lb_ipopt in lb...