rags2ridges (version 2.2.2)

NLL: Evaulate the (penalized) (fused) likelihood

Description

Functions that evaulate the (penalized) (fused) likelihood.

Usage

NLL(S, P)
PNLL(S, P, T, lambda)
NLL.fused(Slist, Plist, ns)
PNLL.fused(Slist, Plist, ns, Tlist, lambda)

Arguments

S,Slist

A (list of) positive semi definite sample covariance matrices.

P,Plist

A (list of) positive definite precision matrices.

T,Tlist

A (list of) positive definite target matrices.

ns

A numeric of sample sizes.

lambda

A numeric penalty parameter. For the .fused functions, this is a penalty matrix.

Value

A single number.

See Also

ridgeP, ridgeP.fused

Examples

# NOT RUN {
ns <- c(4,5)
Slist <- createS(n = ns, p = 5)
Plist <- list(diag(5), diag(2,5))
Tlist <- list(diag(5), diag(5))

NLL(Slist[[1]], Plist[[1]])
PNLL(Slist[[1]], Plist[[1]], Tlist[[1]], lambda = 1)
NLL.fused(Slist, Plist, ns)
PNLL.fused(Slist, Plist, ns, Tlist, lambda = diag(2))
# }