OurSlope | R Documentation |
It performs the slope heuristic for the selection of a penalty constant
OurSlope(contrast, grille, penalty)
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 |
Model_Selected
the selected parameter
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