nuclear_pen: function to compute the value of low-rank penalty term, i.e....
In kevinbai92/LSvarEstimate: Low Rank Plus Sparse VAR Model Estimation

function to compute the value of low-rank penalty term, i.e. nuclear norm.

1	nuclear_pen(x, lambda)

`x`	x is the input m by n matrix
`lambda`	tuning parameter for nuclear norm penalty

This function is to compute the low rank penalty via nuclear norm

a float number that represents the value of penalty.

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x <- matrix(stats::rnorm(20), 5, 4)
lambda <- 0.75
nuclear_pen(x, lambda)

kevinbai92/LSvarEstimate documentation built on May 8, 2020, 1:04 a.m.

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