orthoDr (version 0.6.8)

phd_solver: semi-phd solver C++ function

Description

Sovling the semi-phd estimating equations. This is an internal function and should not be called directly.

Usage

phd_solver(
  B,
  X,
  Y,
  bw,
  rho,
  eta,
  gamma,
  tau,
  epsilon,
  btol,
  ftol,
  gtol,
  maxitr,
  verbose,
  ncore
)

Arguments

B

A matrix of the parameters B, the columns are subject to the orthogonality constraint

X

A matrix of the parameters X

Y

A matrix of the parameters Y

bw

Kernel bandwidth for X

rho

(don't change) Parameter for control the linear approximation in line search

eta

(don't change) Factor for decreasing the step size in the backtracking line search

gamma

(don't change) Parameter for updating C by Zhang and Hager (2004)

tau

(don't change) Step size for updating

epsilon

(don't change) Parameter for apprximating numerical gradient, if g is not given.

btol

(don't change) The $B$ parameter tolerance level

ftol

(don't change) Functional value tolerance level

gtol

(don't change) Gradient tolerance level

maxitr

Maximum number of iterations

verbose

Should information be displayed

References

Ma, Y., & Zhu, L. (2012). A semiparametric approach to dimension reduction. Journal of the American Statistical Association, 107(497), 168-179. DOI: tools:::Rd_expr_doi("10.1080/01621459.2011.646925")