kcirt (version 0.6.0)

ikcirt.fun.mss.lambda: MSS Locate Lambda

Description

Used by kcirt.fitMSS; not to be called by user.

Usage

ikcirt.fun.mss.lambda(jj, iimss, jjmss, rndTrys, mxHatLambda, penalty, usetruesigma)

Arguments

jj

Index for snowfall cluster call.

iimss

Row index of mxHatLambda to presently search.

jjmss

Column index of mxHatLambda to presently search.

rndTrys

Values to try.

mxHatLambda

Estimated Hyperparameter matrix.

penalty

Scalar string. How to measure quality of fit? Currently either 'logit', 'L2', 'L2c', 'miscat'.

usetruesigma

Scalar boolean. Use actual (assumed) system variance?

Value

Fit cost. A scalar real-valued number.

See Also

See Also kcirt.fitMSS, ikcirt.fun.mss.mu, ikcirt.fun.mss.eta.