pen_gmic: The Group MIC Penalty Function

Description Usage Arguments Value

View source: R/RcppExports.R

Description

The Group MIC Penalty Function

Usage

1

Arguments

beta

A p-dimensional vector containing the regression ceofficients.

group

The group structure of the model. For example, assume that X has 4 columns and group=c(1,1,2,2). It means the first 2 features form a group of variables and the last 2 features form another group of variables.

a

The approximation parameter of the gMIC.

Value

The gMIC penalty evaluated at beta.


liqun730/gMIC documentation built on May 22, 2019, 11:52 p.m.