gradf.func {VARDetect}R Documentation

Gradient function of quardratic loss

Description

Gradient function of quardratic loss

Usage

gradf.func(x, AtA, Atb)

Arguments

x

A vector, or matrix, indicating the model parameter

AtA

A p by p Gram matrix for corresponding design matrix A

Atb

An inner product for design matrix A and corresponding matrix (vector) b

Value

Value of gradients


[Package VARDetect version 0.1.8 Index]