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

## Description

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.'

## Usage

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

## Arguments

 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.

## Value

The number of found problems

## Author(s)

Martin Vincent

sglOptim documentation built on Oct. 21, 2018, 9:04 a.m.