rcpp_grad_ram | R Documentation |
Calculates the gradient vector based on Von Oertzen and Brick, 2014
rcpp_grad_ram(
par,
ImpCov,
SampCov,
Areg,
Sreg,
A,
S,
Fmat,
lambda,
type2,
pen_vec,
diff_par
)
par |
vector with parameters. |
ImpCov |
expected covariance matrix. |
SampCov |
Sample covariance matrix. |
Areg |
A matrix with current parameter estimates. |
Sreg |
S matrix with current parameter estimates. |
A |
A matrix with parameter labels. |
S |
S matrix with parameter labels. |
Fmat |
Fmat matrix. |
lambda |
penalty value. |
type2 |
penalty type. |
pen_vec |
parameter indicators to be penalized. |
diff_par |
parameter values to take deviations from. |
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