aSolver {isotone} | R Documentation |
Asymmetric Least Squares
Description
Minimizes Efron's asymmetric least squares regression.
Usage
aSolver(z, a, extra)
Arguments
z |
Vector containing observed response |
a |
Matrix with active constraints |
extra |
List with element |
Details
This function is called internally in activeSet
by setting mySolver = aSolver
.
Value
x |
Vector containing the fitted values |
lbd |
Vector with Lagrange multipliers |
f |
Value of the target function |
gx |
Gradient at point x |
References
Efron, B. (1991). Regression percentiles using asymmetric squared error loss. Statistica Sinica, 1, 93-125.
See Also
Examples
##Fitting isotone regression using active set
set.seed(12345)
y <- rnorm(9) ##response values
w <- rep(1,9) ##unit weights
btota <- cbind(1:8, 2:9) ##Matrix defining isotonicity (total order)
fit.asy <- activeSet(btota, aSolver, weights = w, y = y, aw = 0.3, bw = 0.5)
[Package isotone version 1.1-1 Index]