Description Usage Arguments Value Author(s) References See Also
Update scale parameter in scale and soft-thresholding HOSE's.
1 |
c_obj |
The output from |
lambda_current |
A vector of numerics of length n. The initial starting values for the thresholding parameters. |
c_current |
A positive numeric. The starting value of the scaling parameter. |
tau2 |
A positive numeric. The variance. Assumed known and defaults to 1. |
epsilon |
A positive numeric. The min distance of the Newton update. |
c_new
A positive numeric. The update of the scaling parameter.
David Gerard.
Gerard, D., & Hoff, P. (2015). Adaptive Higher-order Spectral Estimators. arXiv preprint arXiv:1505.02114.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.