emplik_concord: Use the dual formulation to solve the inner loop.

In hoangtt1989/BICEP: Bi-linear algorithm for composite empirical likelihood

Description

Use the dual formulation to solve the inner loop.

Usage

emplik_concord(z, lam, eps = 1/nrow(z), M = Inf, thresh = 1e-16,
  itermax = 150, verbose = FALSE)

Arguments

z	a matrix of the score equations with observations in rows and variables in columns.
lam	a vector of initial values for the dual parameter.
eps	lower cutoff for logarithm approximation.
M	upper cutoff for logarithm approximation.
thresh	convergence threshold.
itermax	maximum number of iterations.
verbose	print console output.

hoangtt1989/BICEP documentation built on May 28, 2019, 3:37 p.m.