cost: 'Mglasso' cost function
In mglasso: Multiscale Graphical Lasso
cost R Documentation
Mglasso cost function
Description
cost computes the cost function of Mglasso method.
Usage
cost(beta, x, lambda1 = 0, lambda2 = 0)
Arguments
beta
p by p numeric matrix. In rows, regression vectors coefficients after node-wise regression. diag(beta) = 0.
x
n by p numeric matrix. Data with variables in columns.
lambda1
numeric scalar. Lasso penalization parameter.
lambda2
numeric scalar. Fused-group Lasso penalization parameter.
Value
numeric scalar. The cost.
mglasso documentation built on Sept. 8, 2022, 5:08 p.m.
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| cost | R Documentation |
Mglasso cost function
Description
cost computes the cost function of Mglasso method.
Usage
cost(beta, x, lambda1 = 0, lambda2 = 0)
Arguments
beta |
p by p numeric matrix. In rows, regression vectors coefficients after node-wise regression. |
x |
n by p numeric matrix. Data with variables in columns. |
lambda1 |
numeric scalar. Lasso penalization parameter. |
lambda2 |
numeric scalar. Fused-group Lasso penalization parameter. |
Value
numeric scalar. The cost.
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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