spingarn_one_step: One step of Spingarn's algorithm
In halleybrantley/detrendr: Quantile Trend Filtering
Description
spingarn_one_step updates theta and eta in place
Usage
1
2
spingarn_one_step(theta, eta, y, D, cholM, lambda, tau = 0.05,
step = 1, k = 3L)
Arguments
theta
input 1
eta
input 2
y
response
D
differencing matrix
cholM
upper cholesky of (I + DtD)
lambda
regularization parameter
tau
quantile parameter
step
step-size
k
order of differencing matrix
halleybrantley/detrendr documentation built on May 30, 2019, 12:43 p.m.
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Description
spingarn_one_step updates theta and eta in place
Usage
1 2 | spingarn_one_step(theta, eta, y, D, cholM, lambda, tau = 0.05,
step = 1, k = 3L)
|
Arguments
theta |
input 1 |
eta |
input 2 |
y |
response |
D |
differencing matrix |
cholM |
upper cholesky of (I + DtD) |
lambda |
regularization parameter |
tau |
quantile parameter |
step |
step-size |
k |
order of differencing matrix |
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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