gradf.func: Gradient function of quardratic loss
In LSVAR: Estimation of Low Rank Plus Sparse Structured Vector Auto-Regressive (VAR) Model
Description
Usage
Arguments
Value
Description
Gradient function of quardratic loss
Usage
1
gradf.func(x, AtA, Atb)
Arguments
x
A vector, or matrix, indicating the model parameter
AtA
A p by p Gram matrix for corresponding design matrix A
Atb
An inner product for design matrix A and corresponding matrix (vector) b
Value
Value of gradients
LSVAR documentation built on May 26, 2021, 5:07 p.m.
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Description Usage Arguments Value
Description
Gradient function of quardratic loss
Usage
1 | gradf.func(x, AtA, Atb)
|
Arguments
x |
A vector, or matrix, indicating the model parameter |
AtA |
A p by p Gram matrix for corresponding design matrix A |
Atb |
An inner product for design matrix A and corresponding matrix (vector) b |
Value
Value of gradients
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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