prox.nuclear.func.fLS: Proximal function for nuclear norm penalty
In VARDetect: Multiple Change Point Detection in Structural VAR Models
prox.nuclear.func.fLS R Documentation
Proximal function for nuclear norm penalty
Description
Proximal function for nuclear norm penalty
Usage
prox.nuclear.func.fLS(y, A, b, L, lambda, AtA, Atb)
Arguments
y
model parameter
A
design matrix
b
correspond vector, or matrix
L
learning rate
lambda
tuning parameter
AtA
Gram matrix obtained by design matrix
Atb
inner product for design matrix A and correspond vector b
Value
value of proximal function
VARDetect documentation built on June 22, 2024, 10 a.m.
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| prox.nuclear.func.fLS | R Documentation |
Proximal function for nuclear norm penalty
Description
Proximal function for nuclear norm penalty
Usage
prox.nuclear.func.fLS(y, A, b, L, lambda, AtA, Atb)
Arguments
y |
model parameter |
A |
design matrix |
b |
correspond vector, or matrix |
L |
learning rate |
lambda |
tuning parameter |
AtA |
Gram matrix obtained by design matrix |
Atb |
inner product for design matrix A and correspond vector b |
Value
value of proximal function
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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