https://github.com/cran/ScreenClean
Tip revision: 15fc01ff2166344c3312142f88f0034b9bed9c48 authored by Qi Zhang on 30 October 2012, 00:00:00 UTC
version 1.0.1
version 1.0.1
Tip revision: 15fc01f
PMLE.Rd
\name{PMLE}
\alias{PMLE}
\title{
Penalized MLE procedure used in the cleaning step
}
\description{
Penalized MLE procedure used in the cleaning step, an inner function.
}
\usage{
PMLE(gram, y, lambda, uu)
}
\arguments{
\item{gram}{
the sub gram matrix of the small scale quadratic problem.
}
\item{y}{
the sub-vector of y.tilde
}
\item{lambda}{
the tuning parameter of the cleaning step, tied to the sparse level.
}
\item{uu}{ the tuning parameters of the cleaning step. It has the intuitive interpretation of the minimal signal strength to be detected.
}
}
\value{
\item{b}{the estimate of the subvector of beta}
}
\seealso{
\code{\link{CleaningStep}}
}