gradient_check: Check Gradients
Description
gradient_check
computes the block coordinate gradients.
Usage
gradient_check(tms, beta, A, at, rho, omega, gamma1, gamma2)
Arguments
tms
list of matrices whose rows are the triple (t,m,sigma) for each band
beta
initial intercept estimates
A
initial amplitude estimates
rho
Initial phase estimates
gamma1
nonnegative regularization parameter for shrinking amplitudes
gamma2
nonnegative regularization parameter for shrinking phases