update_beta_MM_isotonic

<code>update_beta_MM_isotonic</code> updates beta for L2E isotonic regression using MM

An implementation of a computational framework for performing robust structured regression with the L2 criterion
from Chi and Chi (2021+). Improvements using the majorization-minimization (MM) principle from Liu, Chi, and
Lange (2022+) added in Version 2.0.

Jocelyn Chi

Robust Structured Regression via the L2 Criterion

Xiaoqian Liu

Lisa Lin

Kenneth Lange

Eric Chi

update_beta_MM_isotonic function

<dl><dt>y</dt>
<dd>response</dd>
<dt>beta</dt>
<dd>initial vector of regression coefficients</dd>
<dt>tau</dt>
<dd>precision estimate</dd>
<dt>max_iter</dt>
<dd>maximum number of iterations</dd>
<dt>tol</dt>
<dd>relative tolerance</dd></dl>

Arguments

Beta update in L2E isotonic regression - MM — update_beta_MM_isotonic

<dl>

<dt>y</dt>
<dd>response</dd>


<dt>beta</dt>
<dd>initial vector of regression coefficients</dd>


<dt>tau</dt>
<dd>precision estimate</dd>


<dt>max_iter</dt>
<dd>maximum number of iterations</dd>


<dt>tol</dt>
<dd>relative tolerance</dd>

</dl>

update_beta_MM_isotonic: Beta update in L2E isotonic regression - MM

Description

Usage

Value

Arguments