isotone (version 1.0-1)

oSolver: Lp norm

Description

Solver for Lp-norm.

Usage

oSolver(z, a, extra)

Arguments

z

Vector containing observed response

a

Matrix with active constraints

extra

List with element y containing the observed response vector, weights as an optional weight vector, and p as the exponent for the Lp-norm.

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 = oSolver.

See Also

activeSet

Examples

##Fitting isotone regression 
set.seed(12345)
y <- rnorm(9)               ##normal distributed response values
w1 <- rep(1,9)              ##unit weights
Atot <- cbind(1:8, 2:9)     ##Matrix defining isotonicity (total order)
fit.pow <- activeSet(Atot, oSolver, y = y, weights = w1, p = 1.2)