isotone (version 1.0-1)

dSolver: Absolute Value Norm

Description

Solver for the least absolute value norm with optional weights.

Usage

dSolver(z, a, extra)

Arguments

z

Vector containing observed response

a

Matrix with active constraints

extra

List with element y containing the observed response vector and weights with optional observation weights

Value

• x
  Vector containing the fitted values
• lbd
  Vector with Lagrange multipliers
• f
  Value of the target function
• gx
  Gradient at point x

Details

This function is called internally in activeSet by setting mySolver = dSolver.

See Also

activeSet

Examples

##Fitting weighted absolute norm problem
set.seed(12345)
y <- rnorm(9)              ##response values
w <- rep(1,9)              ##unit weights
btota <- cbind(1:8, 2:9)   ##Matrix defining isotonicity (total order)
fit.abs <- activeSet(btota, dSolver, weights = w, y = y)