update_tau_R {L2E}

Tau update function

Description

update_tau_R updates the precision parameter tau

Usage

update_tau_R(r, tau, sd_y, max_iter = 100, tol = 1e-10)

Arguments

r

Residual vector

tau

Current estimate for tau

sd_y

Standard deviation of y

max_iter

Maximum number of iterations

tol

Relative tolerance

Value

Returns a list object containing the new estimate for tau (scalar) and the number of iterations (scalar) the update step utilized