lasso: helper function to implement lasso penalty

View source: R/penalties.R

lassoR Documentation

helper function to implement lasso penalty

Description

helper function to implement lasso penalty

Usage

lasso(z, l1, l2, v)

Arguments

z

solution over active set at each feature

l1

upper bound

l2

lower bound

v

the 'xtx' term

Value

numeric vector of the lasso-penalized coefficient estimates within the given bounds


plmmr documentation built on April 4, 2025, 12:19 a.m.