update_lambda: Wrapper for 'optim' and 'qmle_obj'.
In dcgerard/vicar: Various Ideas for Confounder Adjustment in Regression
Description
Usage
Arguments
Author(s)
Description
Uses Brent's method to optimize the variance inflation parameter
given sig_diag and alpha.
Usage
1
update_lambda(alpha, sig_diag, lambda, Y1, Y2, maxit = 10)
Arguments
alpha
The current factor loadings
sig_diag
A vector of the current variances
lambda
The current inflation parameter for Y1
Y1
The first part of the observations.
Y2
The second part of the observations.
maxit
The number of iterations to run. Shouldn't be too
large since this is only an intermediate step.
Author(s)
David Gerard
dcgerard/vicar documentation built on July 7, 2021, 1:08 p.m.
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Description Usage Arguments Author(s)
Description
Uses Brent's method to optimize the variance inflation parameter given sig_diag and alpha.
Usage
1 | update_lambda(alpha, sig_diag, lambda, Y1, Y2, maxit = 10)
|
Arguments
alpha |
The current factor loadings |
sig_diag |
A vector of the current variances |
lambda |
The current inflation parameter for Y1 |
Y1 |
The first part of the observations. |
Y2 |
The second part of the observations. |
maxit |
The number of iterations to run. Shouldn't be too large since this is only an intermediate step. |
Author(s)
David Gerard
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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