prox_gradient_ll {changepointsHD} | R Documentation |
Estimates the log-likeihood for the corresponding precision matrix and data set.
prox_gradient_ll(data, theta_i, regularizer)
data |
N x P matrix corresponding to the raw data. |
theta_i |
Estimate for precision. |
regularizer |
Regularizing constant, lambda. |
Log-likelihood estimate.
Leland Bybee <lelandb@umich.edu>