Description Usage Arguments Value Author(s)
Calculates penalized least squares estimates for orthogonal design matrix, based on ordinary least squares estimates.
1 2 |
lambda |
a constant. |
fnlambda |
a function that maps each pair of frequencies to a constant between 0 and 1, corresponding to how the penalty relates to n and m. |
df.beta |
a data.frame representation of the OLS coefficients (result of buildFrequencyDf()). |
type |
the type of penalty. "L0" corresponds to hard thresholding, "L1" corresponds to LASSO or "SCAD". |
a data.frame with rows corresponding to combinations of frequencies and functions and their respective real-valued fourier transform coefficient.
Victor Freguglia Souza
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