multiband (version 0.1.0)

pnll: Penalized negative log likelihood

Description

pnll computes the penalized negative log likelihood

Usage

pnll(tms, beta, a, atilde, rho, omega, gamma1, gamma2)

Arguments

tms

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

beta

vector of intercepts

a

vector of amplitudes

atilde

prior vector

rho

vector of phases.

omega

frequency

gamma1

nonnegative regularization parameter for shrinking amplitudes

gamma2

nonnegative regularization parameter for shrinking phases