add_noise {errorlocate}

Add (a small amount of) noise

Description

Utility function to add some small positive noise to weights. This is mainly done to randomly choose between solutions of equal weight. Without adding noise to weights lp solvers may return an identical solution over and over while there are multiple solutions of equal weight. The generated noise is positive to prevent that weights will be zero or negative.

Usage

add_noise(x, max_delta = NULL, ...)

Arguments

x

numeric vector or matrix. When x is a matrix, the function will be applied to each row of the matrix.

max_delta

when supplied noise will be drawn from ⁠[0,max_delta]⁠ otherwise see details

...

currently not used

Details

When no max_delta is supplied, add_noise will use the minimum difference larger than zero divided by the length(x).

Value

numeric vector/matrix with noise applied.