l2e_regression_TF_lasso: L2E trend filtering regression with Lasso penalization

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

L2E trend filtering regression with Lasso penalization

Description

l2e_regression_TF_lasso performs robust trend filtering regression under the L2 criterion with Lasso penalty

Usage

l2e_regression_TF_lasso(
  y,
  X,
  beta,
  tau,
  D,
  lambda = 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
lambda	The tuning parameter
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.