gpband: Groupwise soft-thresholds subdiagonals by lam * w

Description

Groupwise soft-thresholds subdiagonals by lam * w

Usage

1
gpband(R, lam, w = NULL)

Arguments

R

p-by-p symmetric matrix

lam

Non-negative penalty parameter. Controls sparsity level.

w

(p-1) vector of weights. Default, w[l]=sqrt(2 * l)


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