The Rotated H-transform of a 3d Array by a Matrix

Description

This function is an implementation of the ρ-operator found in Currie et al 2006. It forms the basis of the GLAM arithmetic.

Usage

 1 RH(M, A) 

Arguments

 M a n \times p_1 matrix. A a 3d array of size p_1 \times p_2 \times p_3.

Details

For details see Currie et al 2006. Note that this particular implementation is not used in the optimization routines underlying the glamlasso procedure.

Value

A 3d array of size p_2 \times p_3 \times n.