FWpoint.num.w.reg: Modified Fermat-Weber point numerical solver for ultrametrics
Description
Returns a modified Fermat-Weber point of N points using a gradient based
numerical method This method is appropriate for points coming from
ultrametrics. The algorithm tries to find a point that minimizes the sum of
tropical distances from the samples, but also also tries to find a point that
is as close as possible to the space of ultrametrics. The tradeoff between
these two objectives is controlled by the penalty parameter. If penalty=0,
the method is identical to FWpoint_numerical; it finds the Fermat-Weber
point, which may not be an ultrametric. If penalty is very large, the
algorithm is trying to find the Fermat-Weber point in the space of
ultrametrics.
Usage
FWpoint.num.w.reg(datamatrix, penalty = 0)
Value
vector; Fermat-Weber point approximation
Arguments
datamatrix
matrix of dimension N*e, where N is the number of
observations which lie in R^e