initializeOperator: Initialise a proximal operator

Description Usage Arguments Value Examples

Description

Generate the proximal operator for the requested penalty

Usage

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initializeOperator(lambda1, index.penalty1, index.model1, lambda2,
  index.penalty2, index.model2, lambdaG, index.penaltyG, index.modelG, lambdaN,
  index.penaltyN, nrow, ncol, equivariance, constrain.variance, index.variance)

Arguments

lambda1

lasso penalization parameter.

index.penalty1

a list containing the position of lasso penalized parameters in the vector of parameters.

index.model1

the index of the model relative to each lasso penalized parameter

lambda2

ridge penalization parameter.

index.penalty2

a list containing the position of ridge penalized parameters in the vector of parameters.

index.model2

the index of the model relative to each ridge penalized parameter

lambdaG

group lasso penalization parameter.

index.penaltyG

a list containing the position of group lasso parameters in the vector of parameters.

index.modelG

the index of the model relative to each group lasso penalized parameter

lambdaN

nuclear norm penalization parameter.

index.penaltyN

a list containing the position of the parameters corresponding to each image in the vector of parameters.

nrow

a vector containing the number of rows of each image.

ncol

a vector containing the number of columnss of each image.

equivariance

should the lambda parameter be multiplied with the first variance parameter?

constrain.variance

should the variance parameters be exponential trans

index.variance

the position of the variance parameters in coef

Value

a list containing the proximal operator and the penalty funtion

Examples

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lavaPenalty:::initializeOperator(lasso = TRUE, ridge = FALSE, groupLasso = FALSE, nuclearNorm = FALSE)

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