save_solver {orthoDr} | R Documentation |
semi-save solver C++
function
Description
Sovling the semi-save estimating equations. This is an internal function and should not be called directly.
Usage
save_solver(
B,
X,
Y,
bw,
rho,
eta,
gamma,
tau,
epsilon,
btol,
ftol,
gtol,
maxitr,
verbose,
ncore
)
Arguments
B |
A matrix of the parameters |
X |
A matrix of the parameters |
Y |
A matrix of the parameters |
bw |
Kernel bandwidth for X |
rho |
(don't change) Parameter for control the linear approximation in line search |
eta |
(don't change) Factor for decreasing the step size in the backtracking line search |
gamma |
(don't change) Parameter for updating C by Zhang and Hager (2004) |
tau |
(don't change) Step size for updating |
epsilon |
(don't change) Parameter for apprximating numerical gradient, if |
btol |
(don't change) The |
ftol |
(don't change) Functional value tolerance level |
gtol |
(don't change) Gradient tolerance level |
maxitr |
Maximum number of iterations |
verbose |
Should information be displayed |
References
Ma, Y., & Zhu, L. (2012). A semiparametric approach to dimension reduction. Journal of the American Statistical Association, 107(497), 168-179. DOI: doi:10.1080/01621459.2011.646925