43 lines
1.4 KiB
R
43 lines
1.4 KiB
R
% Generated by roxygen2: do not edit by hand
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% Please edit documentation in R/RcppExports.R
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\name{cve_cpp}
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\alias{cve_cpp}
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\title{Conditional Variance Estimation (CVE) method.}
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\usage{
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cve_cpp(X, Y, method, k, nObs, h = -1, tauInitial = 1, rho1 = 0.1,
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rho2 = 0.9, tol = 1e-05, maxIter = 50L, maxLineSearchIter = 10L,
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attempts = 10L)
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}
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\arguments{
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\item{X}{data points}
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\item{Y}{response}
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\item{k}{assumed \eqn{rank(B)}}
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\item{nObs}{parameter for bandwidth estimation, typical value
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\code{nObs = nrow(X)^lambda} with \code{lambda} in the range [0.3, 0.8].}
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\item{h}{Bandwidth, if not specified \code{nObs} is used to compute a bandwidth.
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on the other hand if given (positive floating point number) \code{nObs} is ignored.}
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\item{tol}{Tolerance for update error used for stopping criterion (default 1e-5)}
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\item{maxIter}{Upper bound of optimization iterations (default 50)}
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\item{attempts}{Number of tryes with new random optimization starting points (default 10)}
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\item{tau}{Initial step size (default 1)}
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\item{slack}{Ratio of small negative error allowed in loss optimization (default -1e-10)}
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}
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\value{
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List containing the bandwidth \code{h}, optimization objective \code{V}
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and the matrix \code{B} estimated for the model as a orthogonal basis of the
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orthogonal space spaned by \code{V}.
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}
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\description{
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This version uses a "simple" stiefel optimization schema.
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}
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\keyword{internal}
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