View source: R/update_beta_TF_lasso.R
update_beta_TF_lasso | R Documentation |
update_beta_TF_lasso
updates beta in L2E trend filtering regression using the Lasso penalty
update_beta_TF_lasso(y, X, beta, tau, D, lambda, max_iter = 100, tol = 1e-04)
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 |
Returns a list object containing the new estimate for beta (vector) and the number of iterations (scalar) the update step utilized
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