nuclear.pen: Nuclear norm penalty for low-rank component
In LSVAR: Estimation of Low Rank Plus Sparse Structured Vector Auto-Regressive (VAR) Model
Description
Usage
Arguments
Value
Description
Nuclear norm penalty for low-rank component
Usage
1
nuclear.pen(x, lambda)
Arguments
x
Model parameter
lambda
Tuning parameter
Value
Value of nuclear norm penalty term
LSVAR documentation built on May 26, 2021, 5:07 p.m.
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Description Usage Arguments Value
Description
Nuclear norm penalty for low-rank component
Usage
1 | nuclear.pen(x, lambda)
|
Arguments
x |
Model parameter |
lambda |
Tuning parameter |
Value
Value of nuclear norm penalty term
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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