grad: Gradient

In coloredICA: Implementation of Colored Independent Component Analysis and Spatial Colored Independent Component Analysis

Description

This function evaluates the gradient of the objective function for the spectral density local maximum likelihood estimator.

Usage

grad(x, omega, l_period, n, freq, h)

Arguments

x	Current estimate
omega	Frequency at which the spectral density estimate is evaluated.
l_period	Vector of length n with the log-periodogram evaluations at the n Fourier frequencies.
n	Number of points in the analyzed lattice.
freq	n \times 2 matrix with the n Fourier frequencies.
h	Kernel bandwidth.

Details

In scICA function the maximization for the spectral density local maximum likelihood estimator is obtained through the Newton-Raphson algorithm. This function returns the gradient needed in the optimization method. See locmulti for further details.

Value

It returns a gradient vector of length 3.

Note

It is auxiliary for scICA function.

Author(s)

Lee, S., Shen, H., Truong, Y. and Zanini, P.

See Also

scICA, locmulti, kern.

coloredICA documentation built on May 1, 2019, 10:55 p.m.