update_step_gamma: Update Step for Gamma

In ShiVa: Detection of Evolutionary Shifts in Both Optimal Value and Variance

Update Step for Gamma

Description

Performs one update step for the gamma_k parameter in an iterative optimization routine, potentially applying L1 shrinkage.

Usage

update_step_gamma(gamma_k, X_k, Sigma, r, lambda2, t, penalty, V, q_k)

Arguments

gamma_k	Current value of the gamma_k parameter to be updated.
X_k	The kth column of the design matrix X.
Sigma	Current covariance matrix.
r	Residual vector, typically Y - X %*% beta.
lambda2	Non-negative tuning parameter controlling the degree of L1 shrinkage applied to gamma_k.
t	Step size for the gradient update.
penalty	Penalty type; either "L1" for soft thresholding or "None" for unpenalized updates.
V	Baseline covariance matrix when \sigma^2 = 1.
q_k	The kth element of the design vector q, used in the update.

Value

A list containing:

gamma_k	The updated value of gamma_k.
Sigma	The updated covariance matrix Sigma.

ShiVa documentation built on Aug. 22, 2025, 9:14 a.m.