gr_l: Gradient of function to minimize wrt loadings.

Description Usage Arguments

Description

Gradient of function to minimize wrt loadings.

Usage

1
gr_l(L, F, Y, beta)

Arguments

L

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

F

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

Y

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

beta

A positive numeric. The rate of the variances.


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