update_beta_convex: Beta update in L2E convex regression - PG

View source: R/update_beta_convex.R

update_beta_convexR Documentation

Beta update in L2E convex regression - PG

Description

update_beta_convex updates beta for L2E convex regression using PG

Usage

update_beta_convex(y, b, tau, max_iter = 100, tol = 1e-04)

Arguments

y

Response vector

b

Current estimate for beta

tau

Current estimate for tau

max_iter

Maximum number of iterations

tol

Relative tolerance

Value

Returns a list object containing the new estimate for beta (vector) and the number of iterations (scalar) the update step utilized


jocelynchi/L2E-package-demo documentation built on Oct. 6, 2022, 6:05 a.m.