sign_coherence function

Sign Coherence Constraint

Constraint which ensures that the coefficients of the specified covariates have a coherent sign.

sign_coherence(vars, big_m = 100, eps = 1e-06)

Arguments

• vars: a character vector giving the names of the covariates the constraint should be applied to.
• big_m: a double giving the big-M parameter.
• eps: a double giving the epsilon used to ensure that the constraint holds.

Returns

A holistic generalized model constraint, object inheriting from class "hglmc".

Examples

dat <- rhglm(100, c(1, -2, 3, 4, 5, 6))
constraints <- sign_coherence(c("x1", "x3"))
hglm(y ~ ., constraints = constraints, data = dat)

References

Carrizosa, E., Olivares-Nadal, A. V., & Ramírez-Cobo, P. (2020). Integer Constraints for Enhancing Interpretability in Linear Regression. SORT. Statistics and Operations Research Transactions, 44: 67-98. tools:::Rd_expr_doi("10.2436/20.8080.02.95") .

See Also

Other Constraint-Constructors: group_equal(), group_inout(), group_sparsity(), include(), k_max(), linear(), lower(), pairwise_sign_coherence(), rho_max(), upper()