gr_ab: Gradient of function to optimize wrt alpha and beta.

Description Usage Arguments

Description

Gradient of function to optimize wrt alpha and beta.

Usage

1
gr_ab(ab, Y, L, F)

Arguments

ab

A 2 vector of positive numerics. ab[1] is the current value of alpha, ab[2] is the current value of beta.

Y

A matrix of numerics. n by p. The data.

L

A matrix of numerics. n by k. The current loadings.

F

A matrix of numerics. k by p. The factors.


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