FGfun: The Objective function and its gradient

In kusakehan/TEReg: An R package for tensor envelope regression with tensor response and tensor predictor

Description

The objective function and its gradient value that defined in equation (3.1) of Cook, R. D., & Zhang, X. (2016).

Usage

FGfun(W, M, U)

Arguments

M	M matrix in the envelope objective function. An r-by-r positive semi-definite matrix.
U	U matrix in the envelope objective function. An r-by-r positive semi-definite matrix.
W	A vector of r by d.

Details

This is the objective function and its gradient for estimating M-envelope contains span(U), where M > 0 and is symmetric, the dimension of the envelope is d.

Value

F	The value of objective function given W.
G	The value of the gradient function given W.

References

Cook, R. D., & Zhang, X. (2016). Algorithms for envelope estimation. Journal of Computational and Graphical Statistics, 25(1), 284-300.

kusakehan/TEReg documentation built on May 30, 2019, 7:17 a.m.