dfNuclear: Compute the degree of freedom for nuclear regularized...

Description Usage Arguments References

Description

Compute the degree of freedom for nuclear regularized regression

Usage

1
dfNuclear(B.LS, B.lambda, lambda1, lambda2 = 0, tol = 1e-12)

Arguments

B.LS

??

B.lambda

??

lambda1

lasso penalization parameter

lambda2

ridge penalization parameter

tol

value under which an eigen value is considered to be null

References

Zhou et al. Regularized Matrix Regression


bozenne/lava.penalty documentation built on May 13, 2019, 1:41 a.m.