isotone (version 1.0-1)

sSolver: Negative Poisson Log-Likelihood

Description

Solver for the negative Poisson log-likelihood

Usage

sSolver(z, a, extra)

Arguments

z

Vector containing observed response

a

Matrix with active constraints

extra

List with element y containing the observed response vector

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 = sSolver.

See Also

activeSet

Examples

##Minimizing Poisson log-liklihood
set.seed(12345)
yp <- rpois(9,5)
Atot <- cbind(1:8, 2:9)     ##Matrix defining isotonicity (total order)
x0 <- 1:9                   ##starting values
fit.poi <- activeSet(Atot, sSolver, x0 = x0, y = yp)