getSubgradients: getSubgradients
In jhorzek/psydiff: panel stochastic differential equations
getSubgradients R Documentation
getSubgradients
Description
Computes the subgradients of a lasso penalized likelihood f(theta) = L(theta)+lambda*p(theta)
Usage
getSubgradients(
theta,
jacobian,
regIndicators,
lambda,
lineSearch,
adaptiveLassoWeightsMatrix
)
Arguments
theta
vector with named parameters
jacobian
derivative of L(theta)
regIndicators
names of regularized parameters
lambda
lambda value
Details
NOTE: Function located in file exact_optimization.R
jhorzek/psydiff documentation built on Sept. 15, 2022, 6:26 a.m.
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.
| getSubgradients | R Documentation |
getSubgradients
Description
Computes the subgradients of a lasso penalized likelihood f(theta) = L(theta)+lambda*p(theta)
Usage
getSubgradients( theta, jacobian, regIndicators, lambda, lineSearch, adaptiveLassoWeightsMatrix )
Arguments
theta |
vector with named parameters |
jacobian |
derivative of L(theta) |
regIndicators |
names of regularized parameters |
lambda |
lambda value |
Details
NOTE: Function located in file exact_optimization.R
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.