spec.l1.solution: Get the solution that is a (partial) minimal (or/and) maximal...

In jshwang0311/GenLassoTest: GenLasso for Rank-deficient Design Matrices

Description

This function gets the solution that is a (partial) minimal (or/and) maximal l1 norm solution for some lambda.

Usage

spec.l1.solution(
  object,
  lambda.seq,
  min.indices = c(),
  max.indices = c(),
  tol = 1e-10
)

Arguments

object	ESPgenlasso object.
lambda.seq	lambda seq.
min.indices	beta coef indices that would expected to have the minimum l1 norm.
max.indices	beta coef indices that would expected to have the maximum l1 norm.
tol	tolerance.

Value

solutions for each lambda seq.

jshwang0311/GenLassoTest documentation built on Dec. 21, 2021, 3:17 a.m.