gpband: Groupwise soft-thresholds subdiagonals by lam * w

Description Usage Arguments

View source: R/hierband.R

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)


hierband documentation built on May 29, 2017, 5:37 p.m.