compute_objective_function: Compute objective function

In abichat/zazou: Z-Scores As Ornstein-Uhlenbeck

Description

Compute objective function

Usage

compute_objective_function(
  Y,
  X,
  lambda,
  sigma = NULL,
  type = c("lasso", "scaled lasso")
)

Arguments

Y	A vector of size m.
X	A vector of size m*(n+m).
lambda	a grid of positive regularization parameters
sigma	Needed if type is set to "scaled lasso".
type	Character. If you want the "lasso" or "scaled lasso" objective function.

Value

a function that take Delta (a vector of size n+m) as argument and returns a scalar

abichat/zazou documentation built on Sept. 8, 2021, 6:53 a.m.