Description Usage Arguments Author(s)
Apply Brent's method to update the kth mode when soft-thresholding.
1 | update_lambda_brent(c_obj, lambda_current, c_current, k, tau2)
|
c_obj |
The output from |
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. |
David Gerard
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.