grad {coloredICA}

R Documentation

Gradient

Description

This function evaluates the gradient of the objective function for the spectral density local maximum likelihood estimator.

Usage

grad(x, omega, l_period, n, freq, h)

Arguments

x	Current estimate
omega	Frequency at which the spectral density estimate is evaluated.
l_period	Vector of length n with the log-periodogram evaluations at the n Fourier frequencies.
n	Number of points in the analyzed lattice.
freq	n \times 2 matrix with the n Fourier frequencies.
h	Kernel bandwidth.

Details

In scICA function the maximization for the spectral density local maximum likelihood estimator is obtained through the Newton-Raphson algorithm. This function returns the gradient needed in the optimization method. See locmulti for further details.

Value

It returns a gradient vector of length 3.

Note

It is auxiliary for scICA function.

Author(s)

Lee, S., Shen, H., Truong, Y. and Zanini, P.

See Also

scICA, locmulti, kern.

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