Calculates the gradient vector based on Von Oertzen and Brick, 2014
rcpp_grad_ram(
par,
ImpCov,
SampCov,
Areg,
Sreg,
A,
S,
Fmat,
lambda,
type2,
pen_vec,
diff_par
)
vector with parameters.
expected covariance matrix.
Sample covariance matrix.
A matrix with current parameter estimates.
S matrix with current parameter estimates.
A matrix with parameter labels.
S matrix with parameter labels.
Fmat matrix.
penalty value.
penalty type.
parameter indicators to be penalized.
parameter values to take deviations from.