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sglOptim (version 1.3.8)

sgl_test: Test a sgl-Objective

Description

This function will run tests on the gradient and hessian functions implemented in a C++ objective module. Detected problems will be printed to the console.'

Usage

sgl_test(module_name, PACKAGE, data, parameterGrouping, groupWeights,
  parameterWeights, algorithm.config = sgl.standard.config)

Arguments

module_name

reference to objective specific C++ routines.

PACKAGE

name of the calling package.

data

a list of data objects -- will be parsed to the specified module.

parameterGrouping

grouping of parameters, a vector of length \(p\). Each element of the vector specifying the group of the parameters in the corresponding column of \(\beta\).

groupWeights

the group weights, a vector of length length(unique(parameterGrouping)) (the number of groups).

parameterWeights

a matrix of size \(q \times p\).

algorithm.config

the algorithm configuration to be used.

Value

The number of found problems