Description Usage Arguments Details Value Author(s) References See Also Examples
Binary Operator, for sample size (n), vector with size p of gradient stored in (n*p) matrix, transpose of gradient multiple by gradient for (n) points can be obtained by (gradient %m3d% gradient). Result save in (n*p*p) three dimentional array.
1 | mat1 %m3d% mat2
|
mat1 |
n*p matrix, in gradient example n is sample size, p is number of parameters, mat1[i,] is (p) vector of gradient of ith sample. |
mat2 |
p*n matrix. |
It is Used to implement gradient product for n sample
Array_{n*p*p} =\nabla_{θ}^T f_i(θ) \nabla_{θ} f_i(θ),i=1,…,n
Hossein Riazoshams, May 2014. Email: riazihosein@gmail.com URL http://www.riazoshams.com/nlr/
Riazoshams H, Midi H, and Ghilagaber G, 2018,. Robust Nonlinear Regression, with Application using R, Joh Wiley and Sons.
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