neg_log_lik_Ridge_logscale_no_int: negative log-likelihood for variance of ridge (call it V), on...

View source: R/ridge_learner_no_int.R

neg_log_lik_Ridge_logscale_no_intR Documentation

negative log-likelihood for variance of ridge (call it V), on log-scale

Description

b ~ N(0, VS) for fixed diagonal scaling matrix S

y = Xb + e

e ~ N(0, diag(sigma2)), L = diag(1/sigma2)

Usage

neg_log_lik_Ridge_logscale_no_int(lV, XtLY, XtLX)

Arguments

lV

is ln(V)

XtLY

is X'LY

XtLX

is X'LX (it must have an attribute called 'evd' that has its eigenvalue decomposition)


stephenslab/VEB.Boost documentation built on July 2, 2023, 1 p.m.