Nothing
##
jadiag <- function(M, W_est0=NULL, eps=.Machine$double.eps, itermax=200,
keepTrace=FALSE) {
L <- dim(M)[3]
d <- dim(M)[1]
decr <- 1
logdet <- log(5.184e17)
W_est <- W_est0
if (is.null(W_est)) W_est <- diag(d)
result <- 0
w <- rep(1,L)
ctot <- matrix(M,nrow=d)
ctot.prov <- ctot
crit <- NA
myiter <- 0
B_trace <- W_est
while (decr > eps & myiter<itermax) {
if (is.na(logdet))
stop("log det does not exist")
res <- .C("jadiagw",as.double(ctot.prov),
as.double(w),as.integer(d),as.integer(L),as.double(W_est),
as.double(logdet),as.double(decr),as.double(result))
ctot.prov <- res[[1]]
W_est <- res[[5]]
if(keepTrace) B_trace <- cbind(B_trace,matrix(W_est,nrow=d))
logdet <- res[[6]]
decr <- res[[7]]
crit <- c(crit,res[[8]])
myiter <- myiter + 1
}
W_est <- matrix(W_est,nrow=d)
if (myiter == itermax) {
warning("Convergence not reached")
}
if (keepTrace) {
return(list(B=W_est,criter=crit,
B_trace=array(B_trace,dim=c(d,d,myiter+1))))
}
else {
return(list(B=W_est,criter=crit,B_trace=NULL))
}
}
Any scripts or data that you put into this service are public.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.