rcpp_grad_ram function

Calculates the gradient vector based on Von Oertzen and Brick, 2014

rcpp_grad_ram(
  par,
  ImpCov,
  SampCov,
  Areg,
  Sreg,
  A,
  S,
  Fmat,
  lambda,
  type2,
  pen_vec,
  diff_par
)

Arguments

• par: vector with parameters.
• ImpCov: expected covariance matrix.
• SampCov: Sample covariance matrix.
• Areg: A matrix with current parameter estimates.
• Sreg: S matrix with current parameter estimates.
• A: A matrix with parameter labels.
• S: S matrix with parameter labels.
• Fmat: Fmat matrix.
• lambda: penalty value.
• type2: penalty type.
• pen_vec: parameter indicators to be penalized.
• diff_par: parameter values to take deviations from.