FGfun {TRES} | R Documentation |
The Objective function and its gradient
Description
Calculates the objective function and its gradient for estimating the -envelope of span(
), where
is positive definite and
is positive semi-definite.
Usage
FGfun(Gamma, M, U)
Arguments
Gamma |
|
M |
The |
U |
The |
Details
The generic objective function and its gradient
are listed below for estimating
-envelope of span(
). For the detailed description, see Cook, R. D., & Zhang, X. (2016).
Value
F |
The value of the objective function at |
G |
The value of the gradient function at |
References
Cook, R.D. and Zhang, X., 2016. Algorithms for envelope estimation. Journal of Computational and Graphical Statistics, 25(1), pp.284-300.