Objective function in intermediate step of EM algorithm when updating scale.
1 | fun_scale(scale_val, T, resid_vec, tau_seq, sig_diag)
|
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. |
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