Description Usage Arguments Details Value Author(s) References See Also
This is a internal function of the optimisation algoritm using a candidate search and a precise calculation by considering points inside of the simplices defined by intersection of residual straights and an epsilon to shift the candidates into the simplex.
1 | eps_ind(Mat, iX, eps)
|
Mat |
A Matrix with parameters defining the edges of simplicies defined by intersections of residuals. |
iX |
Indices for residuals from which an interior point has to be evaluated. |
eps |
Epsilon to shift the candidate value itside a considered simplex. |
The computational details are in Kustosz (2016).
The function returns a new parameter value which inside of the considered simplex.
Kustosz, Christoph
Kustosz, C. (2016). Depth based estimators and tests for
autoregressive processes with application. Ph. D. thesis. TU Dortmund.
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