update_windows: Update windows
In halleybrantley/detrendr: Quantile Trend Filtering
View source: R/update_windows.R
Description
update_windows Minimizes the Lagrangian for each window
Usage
1
2
update_windows(w_list, phiBar_list, etaBar_list, model_list, rho, nT,
solver = "gurobi")
Arguments
w_list
Dual variable
phiBar_list
Consensus variable for phi
etaBar_list
Consensus variable for eta
model_list
List of model objects for solver
rho
ADMM parameter
nT
number of quantiles
solver
must be "gurobi" or "quadprog"
halleybrantley/detrendr documentation built on May 30, 2019, 12:43 p.m.
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View source: R/update_windows.R
Description
update_windows Minimizes the Lagrangian for each window
Usage
1 2 | update_windows(w_list, phiBar_list, etaBar_list, model_list, rho, nT,
solver = "gurobi")
|
Arguments
w_list |
Dual variable |
phiBar_list |
Consensus variable for phi |
etaBar_list |
Consensus variable for eta |
model_list |
List of model objects for solver |
rho |
ADMM parameter |
nT |
number of quantiles |
solver |
must be "gurobi" or "quadprog" |
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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