multiband (version 0.1.0)

mm_phase_obj: Majorization for phase

Description

mm_phase_obj computes the convex quadratic majorization used in the phase estimation step.

Usage

mm_phase_obj(rho, tms, beta, a, atilde, rho_anchor, omega, gamma1, gamma2)

Arguments

rho

vector of new phase values.

tms

list of matrices whose rows are the triple (t,m,sigma) for each band.

beta

vector of intercepts

a

amplitude estimates

atilde

prior vector

rho_anchor

vector of the current estimates of the phase

omega

frequency

gamma1

nonnegative regularization parameter for shrinking amplitudes

gamma2

nonnegative regularization parameter for shrinking phases