penalty_concave_composite: Composition of group-wise and element-wise conave penalty

In YipengUva/RpESCA: R implementaion of pESCA models with various concave penalties

Description

This is an intermediate step of the algorithm for fitting pESCA model. The details of this function can be found in ref thesis.

Usage

penalty_concave_composite(B_i, fun_concave, gamma, R)

Arguments

B_i	The loading matrix for the ith data set
fun_concave	A string indicates the used concave function
gamma	The hyper-parameter of the concave penalty
R	The number of PCs

Value

This function returns the value of the composition of group-wise and element-wise conave penalty for the pESCA model

Examples

## Not run: 
penalty_concave_composite(B_i, fun_concave, gamma, R)

## End(Not run)

YipengUva/RpESCA documentation built on July 2, 2019, 6:41 p.m.