gradientDescentForNeymanOSDE1D.hh File Reference

Gradient descent method for the Neyman OSDE. Not very well thought out, so it is very slow. More...

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

Go to the source code of this file.

Namespaces
	npstat

Functions
template<class ConvergenceCalculator >
NeymanOSDE1DResult	npstat::gradientDescentForNeymanOSDE1D (const NeymanOSDE1D &nosde, const double *initialCoeffs, const unsigned nCoeffs, const double *shrinkages, const unsigned nShrinkages, const ConvergenceCalculator &conv, const unsigned maxIterations)

Detailed Description

Gradient descent method for the Neyman OSDE. Not very well thought out, so it is very slow.

Author: I. Volobouev

March 2023