weight_indices: Compute weights on indices to propose active basis

View source: R/mcmc-h.R

weight_indicesR Documentation

Compute weights on indices to propose active basis

Description

Indices whose residuals are small are weighted more than indices whose residuals are large.

Usage

weight_indices(residuals_opt, theta)

Arguments

residuals_opt

Residuals from IQR-QR problem

theta

Tuning parameter

Value

weight for each index


omkarakatta/ivqr documentation built on Aug. 20, 2022, 11:04 p.m.