conv_diff: L2 norm between two most recent estimates
| conv_diff | R Documentation |
L2 norm between two most recent estimates
Description
conv_diff uses an object of class "robust2sls" to calculate the
L2 norm (sum of squared differences) between the most recent outlier-robust
iteration and the previous iteration estimates.
Usage
conv_diff(current, counter)
Arguments
current |
A list object of class |
counter |
An integer denoting the number of the current iteration. |
Value
conv_diff returns a numeric value, which is the L2 norm
of the difference between the most recent and the previous parameter
estimates. The L2 norm is the sum of squared differences of the estimates.
