betanew_lasso_cpp: C++ subroutine that updates beta coefficients.
In LassoNet: 3CoSE Algorithm

Description Usage Arguments Details Value Author(s) References Examples

This function updates β for given penalty parameters.

1	betanew_lasso_cpp(xx, xy, beta, M, y, Lambda1, Lambda2, iter, tol)

`xx`	Bx matrix
`xy`	By vector
`beta`	initial value for β; default - zero vector of size p \times 1
`M`	penalty matrix
`y`	response vector or size n \times 1
`Lambda1`	lasso penalty parameter
`Lambda2`	network penalty parameter
`iter`	maximum number of iterations for β step
`tol`	convergence tolerance level

See beta.update.net

`beta`	updated β vector
`steps`	number of steps until convergence

Maintainer: Jonas Striaukas <jonas.striaukas@gmail.com>

Weber, M., Striaukas, J., Schumacher, M., Binder, H. "Network-Constrained Covariate Coefficient and Connection Sign Estimation" (2018) <doi:10.2139/ssrn.3211163>

p<-200
n<-100
beta.0=array(1,c(p,1))
x<-matrix(rnorm(n*p),n,p)
y<-rnorm(n,mean=0,sd=1)
lambda1<-1
lambda2<-1
M1<-diag(p)
updates<-beta.update.net(x, y, beta.0, lambda1, lambda2, M1)