Abeta
Function $A(\bold{\beta})$ in Rufibach (2010) that collects the indices of
the inequalities violated by $\bold{\beta}$.constraintMats
Function that computes the matrices $\bold{B}$ (collects the basis vectors
given in Theorem 3.1 of Duembgen et al. (2007)) and $\bold{V}$ (collects the vectors $\bold{v}_i$ that
make up the cone $K$ in Section 3.1 of Duembgen et al. (2007)).coxDeriv
Computes gradient of (pseudo-)log-likelihood function in Cox-regression.coxLoglik
Computes value of (pseudo-)log-likelihood function in Cox-regression.coxSubspace
Computes maximizer on subspace, denoted by $\widetilde{\psi}(A)$ in Table 1
of Duembgen et al. (2007).dummy
Generate a matrix of dummy variables corresponding to the levels of the inputed factor.
The dummy variable corresponding to the lowest level of the factor is omitted.expandBeta
After computation of $\bold{\beta}$ on subspace ``blow up'' this vector again
to original dimension.indexDummy
Compute column numbers of the dummy variables of the ordered factor(s).lmLSE
Compute value of least squares criterion and least squares estimate.lmSS
Compute value of least squares criterion and its gradient.logRegDeriv
Gradient of log-likelihood function in logistic regression.logRegLoglik
Compute value of log-likelihood function in logistic regression.logRegSubspace
Computes maximizer on subspace, denoted by $\widetilde{\psi}(A)$ in
Table 1 of Duembgen et al. (2007).LSEsubspace
Computes maximizer on subspace, denoted by $\widetilde{\psi}(A)$ in
Table 1 of Duembgen et al. (2007).maxStep
Compute maximal permissible steplength, denoted by $t$ in Table 1 in
Duembgen et al. (2007).phi_jl
Function $\phi$ in Rufibach (2010) that maps the original indices $(i, j)$ to
the inequality index $i$.setminus
Remove elements in vector $B$ from vector $A$.shrinkBeta
Collapse $\bold{\beta}$ according to the active constraints specified by the set $A$.
Rufibach, K. (2010). An Active Set Algorithm to Estimate Parameters in Generalized Linear Models with Ordered Predictors. Comput. Statist. Data Anal., 54, 1442-1456.
ordFacReg
and ordFacRegCox
.