gam 0.3.122

Generalized penalized likelihood engine
Documentation 
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34

//! Test-only helper exposing the internal outer objective evaluator as a
//! dense (objective, gradient, Hessian, warm-start) tuple for finite-difference
//! checks. Kept as a sibling `#[cfg(test)] mod test_support` so the test module
//! reaches it via `super::test_support::...` exactly as before.

use super::*;
use ndarray::{Array1, Array2};

pub(crate) fn outerobjectivegradienthessian<F: CustomFamily + Clone + Send + Sync + 'static>(
    family: &F,
    specs: &[ParameterBlockSpec],
    options: &BlockwiseFitOptions,
    penalty_counts: &[usize],
    rho: &Array1<f64>,
    warm_start: Option<&ConstrainedWarmStart>,
    eval_mode: EvalMode,
) -> Result<(f64, Array1<f64>, Option<Array2<f64>>, ConstrainedWarmStart), String> {
    let result = super::outerobjectivegradienthessian_internal(
        family,
        specs,
        options,
        penalty_counts,
        rho,
        warm_start,
        crate::types::RhoPrior::Flat,
        eval_mode,
    )?;
    Ok((
        result.objective,
        result.gradient,
        result.outer_hessian.materialize_dense()?,
        result.warm_start,
    ))
}