convCheck: Convergence checks

In mronkko/matrixpls: Matrix-Based Partial Least Squares Estimation

Convergence checks

Description

The convergence check functions compare two weight matrices and returns the value of the convergence criterion describing the difference between the two weight matrices.

Usage

convCheck.relative(Wnew, Wold)

convCheck.square(Wnew, Wold)

convCheck.absolute(Wnew, Wold)

Arguments

Wnew	Current weight matrix
Wold	Weight matrix from the previous iteration

Value

Scalar value of the convergence criterion

Functions

• convCheck.relative: maximum of relative differences between weights from two iterations

• convCheck.square: maximum of squared absolute differences between weights from two iterations.

• convCheck.absolute: maximum of absolute differences between weights from two iterations

mronkko/matrixpls documentation built on Aug. 5, 2022, 8:21 a.m.