fits model with B_kj constrained to equal g(B_k) for constraint fn g

Usage

fit_null(
  B,
  Y,
  X,
  X_cup = NULL,
  k_constr,
  j_constr,
  j_ref,
  constraint_fn,
  constraint_grad_fn,
  rho_init = 1,
  tau = 1.2,
  kappa = 0.8,
  B_tol = 0.01,
  inner_tol = 0.01,
  constraint_tol = 1e-04,
  max_step = 5,
  c1 = 1e-04,
  maxit = 1000,
  inner_maxit = 25,
  verbose = FALSE,
  trackB = FALSE
)

Arguments

B: description
Y: Y (with augmentations)
X: design matrix
X_cup: design matrix for Y in long format. Defaults to NULL, in which case matrix is computed from X.
k_constr: row index of B to constrain
j_constr: col index of B to constrain
j_ref: column index of convenience constraint
constraint_fn: constraint function
constraint_grad_fn: gradient of constraint fn
rho_init: where to start quadratic penalty parameter
tau: how much to increment rho by each iteration
kappa: cutoff above which to increment rho. If distance to feasibility doesn't shrink by at least this factor in an iteration, increment rho by tau.
B_tol: tolerance for convergence in max_k,j |B^t_kj - B^(t - 1)_kj|
inner_tol: tolerance for inner loop
constraint_tol: tolerance for |B_kj - g(B_k)|
max_step: maximum step size
c1: constant for armijo rule
maxit: maximum iterations
inner_maxit: max iterations per inner loop
verbose: shout at you?
trackB: track value of beta across iterations and return?

Value

A list containing elements 'B', 'k_constr', 'j_constr', 'niter' 'gap', 'u', 'rho', and 'Bs'. 'B' is a matrix containing parameter estimates under the null (obtained by maximum likelihood on augmented observations Y), 'k_constr', and 'j_constr' give row and column indexes of the parameter fixed to be equal to the constraint function g() under the null. 'niter' is a scalar giving total number of outer iterations used to fit the null model, 'gap' gives the final value of g(B_k_constr) - B_k_constr j_constr, 'u' and 'rho' are final values of augmented Lagrangian parameters, and 'Bs' is a data frame containing values of B by iteration if trackB was set equal to TRUE (otherwise it contains a NULL value).