sigex.eta2psi: Transform eta to psi

In jlivsey/sigex: Ecce Signum: Multivariate Signal Extraction

Transform eta to psi

Description

Background: psi refers to a vector of real numbers containing all hyper-parameters (i.e., reals mapped bijectively to the parameter manifold), whereas eta consists of free variables of real numbers that are mapped to a fixed set nu, and psi is a permuted vector of eta and nu.

Usage

sigex.eta2psi(eta, constraint)

Arguments

eta	free variables of real numbers. Must have length given by dim(constraint.mat)[2] - dim(constraint.mat)[1]
constraint	Matrix of the form [Q , C], with C (constraint.mat) the matrix of constraints and Q (constraint.vec) the vector of constraint constants, such that C psi = Q.

Details

Notes: this is a functional inverse to sigex.psi2eta

Value

psi: a vector of all the real hyper-parameters.

jlivsey/sigex documentation built on March 20, 2024, 3:17 a.m.