nuclear.pen: Nuclear norm penalty for low-rank component
In VARDetect: Multiple Change Point Detection in Structural VAR Models
View source: R/Functions_LpS.R
nuclear.pen R Documentation
Nuclear norm penalty for low-rank component
Description
Nuclear norm penalty for low-rank component
Usage
nuclear.pen(x, lambda)
Arguments
x
Model parameter
lambda
Tuning parameter
Value
Value of nuclear norm penalty term
VARDetect documentation built on May 10, 2022, 9:07 a.m.
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View source: R/Functions_LpS.R
| nuclear.pen | R Documentation |
Nuclear norm penalty for low-rank component
Description
Nuclear norm penalty for low-rank component
Usage
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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