eSolver {isotone}

L1 approximation

Description

Solves an L1 approximation.

Usage

eSolver(z, a, extra)

Arguments

z

Vector containing observed response

a

Matrix with active constraints

extra

List with element y containing the observed response vector and weights with optional observation weights, eps for the error term

Details

This function is called internally in activeSet by setting mySolver = eSolver.

Value

x

Vector containing the fitted values

lbd

Vector with Lagrange multipliers

f

Value of the target function

gx

Gradient at point x

See Also

activeSet

Examples

##Fitting isotone regression using active set
set.seed(12345)
y <- rnorm(9)              ##response values
w <- rep(1,9)              ##unit weights
eps = 0.01                 ##error term
btota <- cbind(1:8, 2:9)   ##Matrix defining isotonicity (total order)
fit.approx <- activeSet(btota, eSolver, weights = w, y = y, eps = eps)