update_beta_isotonic {L2E}

Beta update in L2E isotonic regression - PG

Description

update_beta_isotonic updates beta for L2E isotonic regression using PG

Usage

update_beta_isotonic(y, b, tau, max_iter = 100, tol = 1e-04)

Arguments

y

Response vector

b

Current estimate for beta

tau

Current estimate for tau

max_iter

Maximum number of iterations

tol

Relative tolerance

Value

Returns a list object containing the new estimate for beta (vector) and the number of iterations (scalar) the update step utilized