dampedNewtonForNeymanOSDE1D.hh File Reference

Damped Newton's method for the Neyman OSDE. More...

#include <cmath>
#include <cassert>
#include <utility>
#include <algorithm>
#include "npstat/nm/maxAbsValue.hh"
#include "npstat/stat/NeymanOSDE1D.hh"
#include "npstat/stat/NeymanOSDE1DResult.hh"
#include "npstat/stat/NeymanOSDE1DConvergence.hh"
#include "npstat/stat/gradientDescentForNeymanOSDE1D.hh"

Go to the source code of this file.

Namespaces
	npstat

Functions
template<class ConvergenceCalculator >
NeymanOSDE1DResult	npstat::dampedNewtonForNeymanOSDE1D (const NeymanOSDE1D &nosde, const double *initialCoeffs, const unsigned nCoeffs, const double *shrinkages, const unsigned nShrinkages, const ConvergenceCalculator &conv, const unsigned maxIterations, const double dampingCoefficient=1.0, const bool useGradientDescent=false)

Detailed Description

Damped Newton's method for the Neyman OSDE.

Author: I. Volobouev

March 2023