nullspace_penalty: Null-space penalty of the precision matrix
In kklot/ktools: Miscellaneous tools
nullspace_penalty R Documentation
Null-space penalty of the precision matrix
Description
This add e.g., constraints zero intercept and slope for second-order random
walk model.
Usage
nullspace_penalty(x)
Arguments
x
a precision matrix
Details
Using eigen decomposition to find the zero eigenvalues, which is then added
back to the original penalized matrix. Note that this leads to loss of
sparseness.
kklot/ktools documentation built on Aug. 13, 2024, 7:08 p.m.
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| nullspace_penalty | R Documentation |
Null-space penalty of the precision matrix
Description
This add e.g., constraints zero intercept and slope for second-order random walk model.
Usage
nullspace_penalty(x)
Arguments
x |
a precision matrix |
Details
Using eigen decomposition to find the zero eigenvalues, which is then added back to the original penalized matrix. Note that this leads to loss of sparseness.
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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