OurSlope: It performs the slope heuristic for the selection of a...
In TrendTM: Trend of High-Dimensional Time Series Matrix Estimation
OurSlope R Documentation
It performs the slope heuristic for the selection of a penalty constant
Description
It performs the slope heuristic for the selection of a penalty constant
Usage
OurSlope(contrast, grille, penalty)
Arguments
contrast
the Frobenius norm of X-M_est for all the value of the grid grille
grille
the ordered grid of potential values for the penalty constant
penalty
the penalty calculated for each value of the grid grille
Value
Model_Selected the selected parameter
TrendTM documentation built on April 3, 2025, 6 p.m.
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| OurSlope | R Documentation |
It performs the slope heuristic for the selection of a penalty constant
Description
It performs the slope heuristic for the selection of a penalty constant
Usage
OurSlope(contrast, grille, penalty)
Arguments
contrast |
the Frobenius norm of X-M_est for all the value of the grid |
grille |
the ordered grid of potential values for the penalty constant |
penalty |
the penalty calculated for each value of the grid |
Value
Model_Selected the selected parameter
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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