update_theta_from_vectorized_theta_est_pdtmvn_kernel: A function to unvectorize the parameters of the pdtmvn_kernel...

Description Usage Arguments Value

Description

A function to unvectorize the parameters of the pdtmvn_kernel and convert from estimation scale to scale actually used.

Usage

1

Arguments

theta_vector

a numeric vector of parameters that are being optimized, on a scale suitable for use in optim.

parameterization

character; currently, only supported value is "bw-diagonalized-est-eigenvalues"

bw_evecs

square matrix with eigenvectors of the bandwidth matrix in columns

continuous_vars

character vector with variables names that are to be treated as continuous

discrete_vars

character vector with variables names that are to be treated as discrete

kcde_control

list of control parameters to kcde

Value

list of parameters to pdtmvn_kernel


reichlab/kcde documentation built on May 27, 2019, 4:53 a.m.