sSolver function

Negative Poisson Log-Likelihood

Solver for the negative Poisson log-likelihood

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

Details

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

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

##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)