AbetaFunction $A(\bold{\beta})$ in Rufibach (2010) that collects the indices of
the inequalities violated by $\bold{\beta}$.constraintMatsFunction that computes the matrices $\bold{B}$ (collects the basis vectors
given in Theorem 3.1 of Duembgen et al. (2007)) and $\bold{V}$ (collects the vectors $\bold{v}_i$ that
make up the cone $K$ in Section 3.1 of Duembgen et al. (2007)).coxDerivComputes gradient of (pseudo-)log-likelihood function in Cox-regression.coxLoglikComputes value of (pseudo-)log-likelihood function in Cox-regression.coxSubspaceComputes maximizer on subspace, denoted by $\widetilde{\psi}(A)$ in Table 1
of Duembgen et al. (2007).dummyGenerate a matrix of dummy variables corresponding to the levels of the inputed factor.
The dummy variable corresponding to the lowest level of the factor is omitted.expandBetaAfter computation of $\bold{\beta}$ on subspace ``blow up'' this vector again
to original dimension.indexDummyCompute column numbers of the dummy variables of the ordered factor(s).lmLSECompute value of least squares criterion and least squares estimate.lmSSCompute value of least squares criterion and its gradient.logRegDerivGradient of log-likelihood function in logistic regression.logRegLoglikCompute value of log-likelihood function in logistic regression.logRegSubspaceComputes maximizer on subspace, denoted by $\widetilde{\psi}(A)$ in
Table 1 of Duembgen et al. (2007).LSEsubspaceComputes maximizer on subspace, denoted by $\widetilde{\psi}(A)$ in
Table 1 of Duembgen et al. (2007).maxStepCompute maximal permissible steplength, denoted by $t$ in Table 1 in
Duembgen et al. (2007).phi_jlFunction $\phi$ in Rufibach (2010) that maps the original indices $(i, j)$ to
the inequality index $i$.setminusRemove elements in vector $B$ from vector $A$.shrinkBetaCollapse $\bold{\beta}$ according to the active constraints specified by the set $A$.
Rufibach, K. (2010). An Active Set Algorithm to Estimate Parameters in Generalized Linear Models with Ordered Predictors. Comput. Statist. Data Anal., 54, 1442-1456.
ordFacReg
and ordFacRegCox.