Description Usage Arguments Value
The Group MIC Penalty Function
1 |
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. |
The gMIC penalty evaluated at beta.
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