cost: cost function

In desanou/mglasso: Multiscale Graphical Lasso

cost function

Description

cost computes the cost function of Mglasso method.

Usage

cost(beta, x, lambda1 = 0, lambda2 = 0)

cost(beta, x, lambda1 = 0, lambda2 = 0)

cost(beta, x, lambda1 = 0, lambda2 = 0)

Arguments

beta	p by p numeric matrix. In rows, regression vectors coefficients after node-wise regression. diag(beta) = 0.
x	n by p numeric matrix. Data with variables in columns.
lambda1	numeric scalar. Lasso penalization parameter.
lambda2	numeric scalar. Fused-group Lasso penalization parameter.

Value

numeric scalar. The cost.

desanou/mglasso documentation built on July 1, 2023, 6:39 a.m.