Description Usage Arguments References
Estimate parameters using a proximal gradient algorithm
1 2 |
start |
initial values for the parameters |
proxOperator |
proximal operator corresponding to the penalization applied to the log likelihood |
hessian |
second derivative of the likelihood given by lava. Only used to estimate the step parameter of the algorithm when step = NULL |
gradient |
first derivative of the likelihood given by lava. |
objective |
likelihood given by lava. Used to adjust the step parameter when using backtracking |
control |
settings for the proximal gradient algorithm. See lava.options. |
Bech and Teboulle - 2009 A Fast Iterative Shrinkage-Thresholding Algorithm Li 2015 - Accelerated Proximal Gradient Methods for Nonconvex Programming Simon 2013 - A sparse group Lasso
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