Beta update in L2E isotonic regression - MM

update_beta_MM_isotonic updates beta for L2E isotonic regression using MM

update_beta_MM_isotonic(y, beta, tau, max_iter = 100, tol = 1e-04)

Arguments

y

response
beta

initial vector of regression coefficients
tau

precision estimate
max_iter

maximum number of iterations
tol

relative tolerance

Value

Returns a list object containing the new estimate for beta (vector) and the number of iterations (scalar) the update step utilized