Last data update: 2014.03.03
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R: Lp norm
Lp norm
Description
Solver for Lp-norm.
Usage
oSolver(z, a, extra)
Arguments
z |
Vector containing observed response
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a |
Matrix with active constraints
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extra |
List with element y containing the observed response vector, weights
as an optional weight vector, and p as the exponent for the Lp-norm.
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Details
This function is called internally in activeSet by setting mySolver = oSolver .
Value
x |
Vector containing the fitted values
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lbd |
Vector with Lagrange multipliers
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f |
Value of the target function
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gx |
Gradient at point x
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See Also
activeSet
Examples
##Fitting isotone regression
set.seed(12345)
y <- rnorm(9) ##normal distributed response values
w1 <- rep(1,9) ##unit weights
Atot <- cbind(1:8, 2:9) ##Matrix defining isotonicity (total order)
fit.pow <- activeSet(Atot, oSolver, y = y, weights = w1, p = 1.2)
Results
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