| dwd {sdpt3r} | R Documentation |
Distance Weighted Discrimination
Description
dwd creates input for sqlp to solve the Distance Weighted Discrimination problem -
Given two sets of points An and Ap, find an optimal classification rule to group the points as accurately
as possible for future classification.
Usage
dwd(Ap, An, penalty)
Arguments
Ap |
An nxp point configuration matrix |
An |
An nxp point configuration matrix |
penalty |
A real valued scalar penalty for moving points across classification rule |
Details
Solves the distance weighted discrimination problem. Mathematical and implementation details can be found in the vignette
Value
X |
A list containing the solution matrix to the primal problem |
y |
A list containing the solution vector to the dual problem |
Z |
A list containing the solution matrix to the dual problem |
pobj |
The achieved value of the primary objective function |
dobj |
The achieved value of the dual objective function |
Examples
data(Andwd)
data(Apdwd)
penalty <- 0.5
#Not Run
#out <- dwd(Apdwd,Andwd,penalty)