check_KKT {penalizedcdf} | R Documentation |
Control over Karush-Kuhn-Tucker (Karush, 1939) conditions for the estimates obtained.
check_KKT(obj,
intercept = TRUE)
obj |
Object to be checked. |
intercept |
Is the intercept used in the model? |
grd |
The value of gradient. |
hx |
The value of equality constraint. |
glob |
The global value of derivative (grd + hx). |
test |
Is the condition verified? |
lmb |
The values of lambda used in the model |
Daniele Cuntrera, Luigi Augugliaro, Vito Muggeo
Karush, W. (1939). Minima of functions of several variables with inequalities as side constraints. M. Sc. Dissertation. Dept. of Mathematics, Univ. of Chicago.
p <- 10
n <- 100
X <- cbind(1, matrix(rnorm(n * p), n , p))
b.s <- c(1, rep(0, p))
b.s[sample(2:p, 3)] <- 1
y <- drop(crossprod(t(X), b.s))
out <- cdfPen(X = X, y = y)
KKT <- check_KKT(out)
plot(KKT$test)