update_tau_R: Tau update function
In jocelynchi/L2E-package-demo: Robust Structured Regression via the L2 Criterion
update_tau_R R Documentation
Tau update function
Description
update_tau_R updates the precision parameter tau
Usage
update_tau_R(r, tau, sd_y, max_iter = 100, tol = 1e-10)
Arguments
r
Residual vector
tau
Current estimate for tau
sd_y
Standard deviation of y
max_iter
Maximum number of iterations
tol
Relative tolerance
Value
Returns a list object containing the new estimate for tau (scalar) and the number of iterations (scalar) the update step utilized
jocelynchi/L2E-package-demo documentation built on Oct. 6, 2022, 6:05 a.m.
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| update_tau_R | R Documentation |
Tau update function
Description
update_tau_R updates the precision parameter tau
Usage
update_tau_R(r, tau, sd_y, max_iter = 100, tol = 1e-10)
Arguments
r |
Residual vector |
tau |
Current estimate for tau |
sd_y |
Standard deviation of y |
max_iter |
Maximum number of iterations |
tol |
Relative tolerance |
Value
Returns a list object containing the new estimate for tau (scalar) and the number of iterations (scalar) the update step utilized
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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