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

In stephenslab/VEB.Boost: This package provides the functionality to perform VEB-Boosting.

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_scale(lV, XtY, XtX)

Arguments

lV	is ln(V)
XtY	is X'Y
XtX	is X'X (it must have an attribute called 'evd' that has its eigenvalue decomposition)

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