update_lambda_brent: Apply Brent's method to update the kth mode when...

Description Usage Arguments Author(s)

View source: R/soft_coord.R

Description

Apply Brent's method to update the kth mode when soft-thresholding.

Usage

1
update_lambda_brent(c_obj, lambda_current, c_current, k, tau2)

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.

Author(s)

David Gerard


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