hess: Hessian

Description Usage Arguments Details Value Note Author(s) See Also

View source: R/hess.R

Description

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

Usage

1
hess(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 Hessian matrix needed in the optimization method. See locmulti for further details.

Value

It returns a 3 \times 3 Hessian matrix.

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 19, 2017, 11:47 a.m.

Search within the coloredICA package
Search all R packages, documentation and source code