objective: Get the objective of the current estimates
In krisrs1128/gflasso: Perform graph structured multitask regression, according to Chen, et al.
objective R Documentation
Get the objective of the current estimates
Description
Get the objective of the current estimates
Usage
objective(X, B, Y, C, lambda)
Arguments
X
The data matrix.
B
The J x K regression coefficient estimates.
C
The L1 penalization matrix, returned by get_C().
R
The matrix of (thresholded) correlations between columns of Y
Value
The error of the reconstruction according to the original (nonsmooth)
objective.
krisrs1128/gflasso documentation built on Nov. 11, 2023, 4:24 a.m.
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| objective | R Documentation |
Get the objective of the current estimates
Description
Get the objective of the current estimates
Usage
objective(X, B, Y, C, lambda)
Arguments
X |
The data matrix. |
B |
The J x K regression coefficient estimates. |
C |
The L1 penalization matrix, returned by |
R |
The matrix of (thresholded) correlations between columns of Y |
Value
The error of the reconstruction according to the original (nonsmooth) objective.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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