diag_mle: MLE of mean zero Kronecker variance model.

Description Usage Arguments Value Author(s)

Description

MLE of mean zero Kronecker variance model.

Usage

1
diag_mle(R, itermax = 100, tol = 10^-3, homo_modes = NULL)

Arguments

R

An array of numerics.

itermax

A positive integer. The maximium number of iterations to perform.

tol

A positive numeric. The stopping criterion.

homo_modes

A vector of integers. If var_type = "kronecker" then homo_modes indicates which modes are assumed to be homoscedastic.

Value

esig_list A list of vectors of numerics. The MLEs of the precisions, not the variances.

Author(s)

David Gerard


kkdey/flashr documentation built on May 20, 2019, 10:36 a.m.