lpdf-cash-optcg: Optimization via Conjugate Gradient

lpdf$optcgR Documentation

Optimization via Conjugate Gradient

Description

lpdf$optcg(tol,epoch)

This optimizes the coefficient vector coeff using conjugate gradient. It currently is designed only for quadratic lpdf instances.

Arguments

tol

A positive double representing tolerance, default is 0.001.

epoch

A positive integer representing the maximum number of steps conjugate gradient will take.

Value

nothing is returned, the class instance is updated

See Also

lpdf


outerbase documentation built on June 9, 2022, 5:08 p.m.