slope_admm: SLOPE admm estimation

Description Usage Arguments Value

View source: R/slope_admm.R

Description

SLOPE admm estimation

Usage

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slope_admm(A, b, z, u, lambda_seq, rho, max_iter = 500,
  tol_infeas = 1e-08, verbose = FALSE)

Arguments

A

?

b

?

z

?

u

?

lambda_seq

?

rho

?

max_iter

Maximum number of iterations

tol_infeas

Tolerance

verbose

If TRUE, messages will be printed to console every iteration

Value

list


StatsIMUWr/slobeC documentation built on Oct. 31, 2019, 12:03 a.m.