A Framework to Smooth L1 Penalized Regression Operators using Nesterov Smoothing

crossvalidation | Perform cross validation to select the regularization... |

elasticNet | Auxiliary function which returns the objective, penalty, and... |

fusedLasso | Auxiliary function which returns the objective, penalty, and... |

graphicalLasso | Auxiliary function which returns the objective, penalty, and... |

minimizeFunction | Minimize the objective function of an unsmoothed or smoothed... |

minimizeSmoothedSequence | Minimize the objective function of a smoothed regression... |

objFunction | Auxiliary function to define the objective function of an L1... |

objFunctionGradient | Auxiliary function which computes the (non-smooth) gradient... |

objFunctionSmooth | Auxiliary function to define the objective function of the... |

objFunctionSmoothGradient | Auxiliary function which computes the gradient of the... |

prsLasso | Auxiliary function which returns the objective, penalty, and... |

standardLasso | Auxiliary function which returns the objective, penalty, and... |

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