rags2ridges (version 2.2.6)

NLL: Evaluate the (penalized) (fused) likelihood

Description

Functions that evaluate 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)

Value

A single number.

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.

lambda

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

ns

A numeric of sample sizes.

Author

Anders Ellern Bilgrau, Carel F.W. Peeters <[e-mail]>, Wessel N. van Wieringen

See Also

ridgeP, ridgeP.fused

Examples

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))