NLL | R Documentation |
Functions that evaluate the (penalized) (fused) likelihood.
NLL(S, P)
PNLL(S, P, T, lambda)
NLL.fused(Slist, Plist, ns)
PNLL.fused(Slist, Plist, ns, Tlist, lambda)
S, Slist |
A (list of) positive semi definite sample covariance matrices. |
P, Plist |
A (list of) positive definite precision matrices. |
T, Tlist |
A (list of) positive definite target matrices. |
lambda |
A |
ns |
A |
A single number.
Anders Ellern Bilgrau, Carel F.W. Peeters <cf.peeters@vumc.nl>, Wessel N. van Wieringen
ridgeP
, ridgeP.fused
ns <- c(4,5)
Slist <- createS(n = ns, p = 5)
Plist <- list(diag(5), diag(2,5))
Tlist <- list(diag(5), diag(5))
NLL(Slist[[1]], Plist[[1]])
PNLL(Slist[[1]], Plist[[1]], Tlist[[1]], lambda = 1)
NLL.fused(Slist, Plist, ns)
PNLL.fused(Slist, Plist, ns, Tlist, lambda = diag(2))
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