Description Usage Arguments References
Compute the degree of freedom for nuclear regularized regression
1 | dfNuclear(B.LS, B.lambda, lambda1, lambda2 = 0, tol = 1e-12)
|
B.LS |
?? |
B.lambda |
?? |
lambda1 |
lasso penalization parameter |
lambda2 |
ridge penalization parameter |
tol |
value under which an eigen value is considered to be null |
Zhou et al. Regularized Matrix Regression
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