R Graphical Manual

Last data update: 2014.03.03

R: Soft L2 constraint on parameters

constraintL2

R Documentation

Soft L2 constraint on parameters

Soft L2 constraint on parameters

constraintL2(mu, sigma = 1, attr.name = "prior", condition = NULL)

`mu`	named numeric, the prior values
`sigma`	named numeric of length of mu or numeric of length one.
`attr.name`	character. The constraint value is additionally returned in an attributed with this name
`condition`	character, the condition for which the constraint should apply. If `NULL`, applies to any condition.

Computes the constraint value

(p-mu)^2/sigma^2

and its derivatives with respect to p.

object of class objfn

mu <- c(A = 0, B = 0)
sigma <- c(A = 0.1, B = 1)
myfn <- constraintL2(mu, sigma)
myfn(pars = c(A = 1, B = -1))