l2e_regression_TF_dist: L2E trend filtering regression with distance penalization

In jocelynchi/L2E-package-demo: Robust Structured Regression via the L2 Criterion

L2E trend filtering regression with distance penalization

Description

l2e_regression_TF_dist performs robust trend filtering regression under the L2 criterion with distance penalty

Usage

l2e_regression_TF_dist(
  y,
  X,
  beta,
  tau,
  D,
  k,
  rho = 1,
  max_iter = 100,
  tol = 1e-04,
  Show.Time = TRUE
)

Arguments

y	Response vector
X	Design matrix
beta	Initial vector of regression coefficients
tau	Initial precision estimate
D	The fusion matrix
k	The number of nonzero entries in D*beta
rho	The parameter in the proximal distance algorithm
max_iter	Maximum number of iterations
tol	Relative tolerance
Show.Time	Report the computing time

jocelynchi/L2E-package-demo documentation built on Oct. 6, 2022, 6:05 a.m.