update_dual: Update dual variable (overlap)
In halleybrantley/detrendr: Quantile Trend Filtering
View source: R/update_windows.R
Description
update_dual
Usage
1
update_dual(w, phi, phiBar, eta, etaBar, rho)
Arguments
w
dual variable
phi
primal variable
phiBar
consensus variable
eta
primal variable equal to Dtheta
etaBar
consensus variable for eta
rho
ADMM step size parameter
halleybrantley/detrendr documentation built on May 30, 2019, 12:43 p.m.
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View source: R/update_windows.R
Description
update_dual
Usage
1 | update_dual(w, phi, phiBar, eta, etaBar, rho)
|
Arguments
w |
dual variable |
phi |
primal variable |
phiBar |
consensus variable |
eta |
primal variable equal to Dtheta |
etaBar |
consensus variable for eta |
rho |
ADMM step size parameter |
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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