gradf.func: Gradient function of quardratic loss
In VARDetect: Multiple Change Point Detection in Structural VAR Models
View source: R/Functions_LpS.R
gradf.func R Documentation
Gradient function of quardratic loss
Description
Gradient function of quardratic loss
Usage
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
VARDetect documentation built on May 10, 2022, 9:07 a.m.
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View source: R/Functions_LpS.R
| gradf.func | R Documentation |
Gradient function of quardratic loss
Description
Gradient function of quardratic loss
Usage
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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