Description Usage Arguments Value Author(s) References See Also Examples
Composite proximal operator based on L2, L2-Square, and L1 penalties
1 | prox(x, lambda, hierarchy, d)
|
x |
A numeric vector of two. |
lambda |
a vector of three penalty parameters. λ_1 and λ_2 are L2 and L2-Square (ridge) penalties for x in a group level, and λ_3 is the L1 penalty for x_2, respectively. |
hierarchy |
a factor value in levels 0, 1, 2, which represent different
hierarchical structure in x, respectively. When |
d |
indices for overlapped variables in x. |
A two-dimensional numerical vector, soft-thresholded based on a composition of λ_1, λ_2, and λ_3.
Chong Ma, chongma8903@gmail.com.
ma2019structuralsmog
cv.smog
, smog.default
, smog.formula
,
predict.smog
, plot.smog
.
1 |
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