find_dir_deriv {iclogcondist} | R Documentation |
Compute Directional Derivatives for Active Set Algorithm
Description
This function computes the directional derivatives for the active set algorithm used in the estimation
of the distribution function under log-concavity with interval-censored data.
The calculation takes advantage of the specific structure of the basis matrix, making it efficient to compute in O(n)
time complexity.
Usage
find_dir_deriv(diff_tau, first_order)
Arguments
diff_tau |
A numeric vector containing the differences between consecutive time points (tau). |
first_order |
A numeric vector representing the first-order derivatives at each time point. |
Value
A numeric vector of length length(diff_tau) + 1
representing the directional derivatives for the active set algorithm.
[Package iclogcondist version 1.0.1 Index]