oSolver function

Lp norm

Solver for Lp-norm.

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.

Details

This function is called internally in activeSet by setting mySolver = oSolver.

Returns

• x: Vector containing the fitted values

• lbd: Vector with Lagrange multipliers

• f: Value of the target function

• gx: Gradient at point x

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)