update_Lipschitz: Update Lipschitz constant for phase majorization

In multiband: Period Estimation for Multiple Bands

Description

update_Lipschitz computes a Lipschitz constant for the gradient of the objective function with the amplitude parameters fixed.

Usage

update_Lipschitz(tms, beta, a, inflate = 1)

Arguments

tms	list of matrices whose rows are the triple (t,m,sigma) for each band.
beta	intercept estimates
a	amplitude estimates
inflate	factor by which to multiply the Lipschitz constants

Examples

test_data <- synthetic_multiband()
tms <- test_data$tms
beta <- test_data$beta
a <- test_data$a
update_Lipschitz(tms,beta,a)

multiband documentation built on May 2, 2019, 3:30 a.m.