The Relative Difference between two Precision Matrices

Returns the relative \(L1\) difference between precision matrix \(\Theta(k+1)\) (parameter Theta_new) and \(\Theta(k)\) (parameter Theta_old).

Usage

relative_difference_precision_matrices(Theta_new, Theta_old)

Arguments

Theta_new

A list with matrices with the updated values of \(\Theta\)

Theta_old

A list with matrices with the old values of \(\Theta\)

Value

The relative difference between \(\Theta(k+1)\) and \(\Theta(k)\)

Details

This is used for checking whether the stopping condition has been met.