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
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.
Value
It returns a gradient vector of length 3.
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.