get1Dderiv {envlpaster} | R Documentation |
The derivative of the objective function for the 1D-algorithm.
get1Dderiv(w,A,B)
w |
A vector of length of |
A |
A |
B |
A |
This function evaluates the derivative of the objective function
for the 1D-algorithm at w
, A
, and B
. This is
needed in order to reliably find the maximum of the 1D-algorithm
objective function.
dF |
The value of the derivative of the objective function
for the 1D-algorithm evaluated at |
Cook, R.D. and Zhang, X. (2014). Foundations for Envelope Models and Methods. JASA, In Press.
Cook, R.D. and Zhang, X. (2015). Algorithms for Envelope Estimation. Journal of Computational and Graphical Statistics, Published online. doi: 10.1080/10618600.2015.1029577.
## Not run: library(envlpaster)
data(simdata30nodes)
data <- simdata30nodes.asterdata
nnode <- length(vars)
xnew <- as.matrix(simdata30nodes[,c(1:nnode)])
m1 <- aster(xnew, root, pred, fam, modmat)
avar <- m1$fisher
beta <- m1$coef
U <- beta %o% beta
get1Dderiv(w = beta, A = avar, B = U)
## End(Not run)