prox_sorted_L1: Compute the prox for the sorted L1 norm
In dkucharc/glmSLOPE: Sorted L1 Penalized Estimation (SLOPE) for generalized linear models (GLM)
Description
Usage
Arguments
Value
References
Description
Compute the prox for the sorted L1 norm
Usage
1
prox_sorted_L1(x, lambda)
Arguments
x
an input vector
lambda
vectors of λ's
Value
The prox estimations for the sorted L1 norm
References
M. Bogdan et al. (2015) SLOPE–Adaptive variable selection via convex optimization, http://dx.doi.org/10.1214/15-AOAS842
dkucharc/glmSLOPE documentation built on May 21, 2019, 1:43 p.m.
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Description Usage Arguments Value References
Description
Compute the prox for the sorted L1 norm
Usage
1 | prox_sorted_L1(x, lambda)
|
Arguments
x |
an input vector |
lambda |
vectors of λ's |
Value
The prox estimations for the sorted L1 norm
References
M. Bogdan et al. (2015) SLOPE–Adaptive variable selection via convex optimization, http://dx.doi.org/10.1214/15-AOAS842
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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