get_alpha_opt: Get Optimal Alpha S(C * W' / mu) where S projects into the...

View source: R/accgrad.R View source: R/RcppExports.R

get_alpha_optR Documentation

Get Optimal Alpha S(C * W' / mu) where S projects into the interval [-1, 1].

Description

Get Optimal Alpha S(C * W' / mu) where S projects into the interval [-1, 1].

Usage

get_alpha_opt(C, W, mu)

Arguments

C

The L1 penalization matrix, returned by get_C().

W

The W matrix in Algorithm 1 of the reference

mu

The smoothing parameter.

Value

S(C * W' / mu)


krisrs1128/gflasso documentation built on Nov. 11, 2023, 4:24 a.m.