dMod (version 0.1)

constraintL2: Soft L2 constraint on parameters

Description

Soft L2 constraint on parameters

Usage

constraintL2(p, mu, sigma = 1, fixed = NULL)

Arguments

p

Namec numeric, the parameter value

mu

Named numeric, the prior values

sigma

Named numeric of length of mu or numeric of length one.

fixed

Named numeric with fixed parameter values (contribute to the prior value but not to gradient and Hessian)

Value

• List of class obj, i.e. objective value, gradient and Hessian as list.

Details

Computes the constraint value $$\frac{1}{2}\left(\frac{p-\mu}{\sigma}\right)^2$$ and its derivatives with respect to p.

See Also

wrss

Examples

p <- c(A = 1, B = 2, C = 3)
mu <- c(A = 0, B = 0)
sigma <- c(A = 0.1, B = 1)
constraintL2(p, mu, sigma)