sgl_test: Test a sgl-Objective
In sglOptim: Generic Sparse Group Lasso Solver

Description Usage Arguments Value Author(s)

This function will run tests on the gradient and hessian functions implemented in a C++ objective module. Detected problems will be printed to the console.'

1 2	sgl_test(module_name, PACKAGE, data, parameterGrouping, groupWeights, parameterWeights, algorithm.config = sgl.standard.config)

`module_name`	reference to objective specific C++ routines.
`PACKAGE`	name of the calling package.
`data`	a list of data objects – will be parsed to the specified module.
`parameterGrouping`	grouping of parameters, a vector of length p. Each element of the vector specifying the group of the parameters in the corresponding column of β.
`groupWeights`	the group weights, a vector of length `length(unique(parameterGrouping))` (the number of groups).
`parameterWeights`	a matrix of size q \times p.
`algorithm.config`	the algorithm configuration to be used.