LDS_BFGS_with_update: Learn LDS with L-BFGS-B

In ldsr: Linear Dynamical System Reconstruction

Description

Warning This is an experimental feature. Use with care.

Usage

LDS_BFGS_with_update(
  y,
  u,
  v,
  lambda = 1,
  ub,
  lb,
  num.restarts = 100,
  parallel = TRUE
)

Arguments

y	Transformed and standardized streamflow
u	Input matrix for a single-model reconstruction, or a list of input matrices for an ensemble reconstruction.
v	Same as u.
lambda	weight for penalty
ub	Upper bounds, a vector whose length is the number of parameters
lb	Lower bounds
num.restarts	The number of initial conditions to start the EM search; ignored if init is provided.
parallel	Logical, whether parallel computation is used

Value

A list of reconstruction results; see LDS_reconstruction

ldsr documentation built on May 4, 2020, 5:06 p.m.