View source: R/ridge_learner_no_int.R
neg_log_lik_Ridge_logscale_no_int | R Documentation |
b ~ N(0, VS) for fixed diagonal scaling matrix S
y = Xb + e
e ~ N(0, diag(sigma2)), L = diag(1/sigma2)
neg_log_lik_Ridge_logscale_no_int(lV, XtLY, XtLX)
lV |
is ln(V) |
XtLY |
is X'LY |
XtLX |
is X'LX (it must have an attribute called 'evd' that has its eigenvalue decomposition) |
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