update_c: Update scale parameter in scale and soft-thresholding HOSE's.

Description Usage Arguments Value Author(s) References See Also

View source: R/soft_coord.R

Description

Update scale parameter in scale and soft-thresholding HOSE's.

Usage

1
update_c(c_obj, lambda_current, c_current, tau2, epsilon = 10^-4)

Arguments

c_obj

The output from get_c.

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.

Value

c_new A positive numeric. The update of the scaling parameter.

Author(s)

David Gerard.

References

Gerard, D., & Hoff, P. (2015). Adaptive Higher-order Spectral Estimators. arXiv preprint arXiv:1505.02114.

See Also

soft_coord.


dcgerard/hose documentation built on Aug. 1, 2019, 12:11 a.m.