iSolver {isotone} | R Documentation |
SILF Loss
Description
Minimizes soft insensitive loss function (SILF) for support vector regression.
Usage
iSolver(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 = iSolver
.
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
eps <- 2
beta <- 0.4
btota <- cbind(1:8, 2:9) ##Matrix defining isotonicity (total order)
fit.silf <- activeSet(btota, iSolver, weights = w, y = y, beta = beta, eps = eps)
[Package isotone version 1.1-1 Index]