prox_gradient_ll: Proxmal-gradient log-likelihood estimator.
In changepointsHD: Change-Point Estimation for Expensive and High-Dimensional Models
Description
Usage
Arguments
Value
Author(s)
Description
Estimates the log-likeihood for the corresponding
precision matrix and data set.
Usage
1
prox_gradient_ll(data, theta_i, regularizer)
Arguments
data
N x P matrix corresponding to the raw data.
theta_i
Estimate for precision.
regularizer
Regularizing constant, lambda.
Value
Log-likelihood estimate.
Author(s)
Leland Bybee <lelandb@umich.edu>
changepointsHD documentation built on Sept. 20, 2019, 5:04 p.m.
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Description Usage Arguments Value Author(s)
Description
Estimates the log-likeihood for the corresponding precision matrix and data set.
Usage
1 | prox_gradient_ll(data, theta_i, regularizer)
|
Arguments
data |
N x P matrix corresponding to the raw data. |
theta_i |
Estimate for precision. |
regularizer |
Regularizing constant, lambda. |
Value
Log-likelihood estimate.
Author(s)
Leland Bybee <lelandb@umich.edu>
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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