f_func: loss function

In kevinbai92/LSvarEstimate: Low Rank Plus Sparse VAR Model Estimation

Description

Compute the value of quadratic loss function

Usage

f_func(x, A, b)

Arguments

x	A coefficient vector, it equals to the sparse component plus the low rank component.
A	The design matrix
b	The response vector/matrix

Details

This function aims to compute the value of quadratic loss function in the low rank plus sparse model. It can be changed by other norm or loss.

Value

A value of loss function

Examples

set.seed(1)
x <- stats::rnorm(10)
A <- matrix(stats::rnorm(200), 20, 10)
b <- stats::rnorm(20)
f_func(x, A, b)

kevinbai92/LSvarEstimate documentation built on May 8, 2020, 1:04 a.m.