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

In reichlab/kcde: Kernel conditional density estimation with flexible kernel specifications

Description

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

Usage

update_theta_from_vectorized_theta_est_periodic_kernel(theta_est_vector, theta)

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.