update_lambda: Update of thresholding parameter for scale and...

In dcgerard/hose: Higher-order spectral estimators

Description

Update of thresholding parameter for scale and soft-thresholding HOSEs.

Usage

update_lambda(c_obj, lambda_current, c_current, k, tau2, epsilon = 10^-4)

Arguments

c_obj	The output from get_c.
lambda_current	A vector of numerics of length n. The current values for the thresholding parameters.
c_current	A positive numeric. The current value of the scaling parameter.
k	A positive integer. The mode to update.
tau2	A positive numeric. The variance. Assumed known and defaults to 1.
epsilon	A positive numeric. The min distance of the Newton update.

Value

lambda_new A numeric. The update of the thresholding 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.