prox_gradient_ll {changepointsHD}R Documentation

Proxmal-gradient log-likelihood estimator.

Description

Estimates the log-likeihood for the corresponding precision matrix and data set.

Usage

prox_gradient_ll(data, theta_i, regularizer)

Arguments

data

N x P matrix corresponding to the raw data.

theta_i

Estimate for precision.

regularizer

Regularizing constant, lambda.

Value

Log-likelihood estimate.

Author(s)

Leland Bybee <lelandb@umich.edu>

[Package changepointsHD version 0.3.1 Index]