update_step_gamma {ShiVa}R Documentation

Update Step for Gamma

Description

Performs one update step for the gamma_k parameter in an iterative optimization routine, potentially applying L1 shrinkage.

Usage

update_step_gamma(gamma_k, X_k, Sigma, r, lambda2, t, penalty, V, q_k)

Arguments

gamma_k

Current value of the gamma_k parameter to be updated.

X_k

The kth column of the design matrix X.

Sigma

Current covariance matrix.

r

Residual vector, typically Y - X %*% beta.

lambda2

Non-negative tuning parameter controlling the degree of L1 shrinkage applied to gamma_k.

t

Step size for the gradient update.

penalty

Penalty type; either "L1" for soft thresholding or "None" for unpenalized updates.

V

Baseline covariance matrix when \sigma^2 = 1.

q_k

The kth element of the design vector q, used in the update.

Value

A list containing:

gamma_k

The updated value of gamma_k.

Sigma

The updated covariance matrix Sigma.


[Package ShiVa version 1.0.1 Index]