fun_scale: Objective function in intermediate step of EM algorithm when...

Description Usage Arguments

Description

Objective function in intermediate step of EM algorithm when updating scale.

Usage

1
fun_scale(scale_val, T, resid_vec, tau_seq, sig_diag)

Arguments

scale_val

A positive numeric. The multiplicative factor to sig_diag.

T

a matrix of numerics. K by p

resid_vec

A p-vector of numerics. The current residuals.

tau_seq

An K-vector of positive numerics. The mixing standard deviations, not variances.

sig_diag

A p-vector of positive numerics. The estimated variances, not standard deviations.


dcgerard/succotashr documentation built on May 15, 2019, 1:25 a.m.