R/LassoObjFn.R

Defines functions LassoObjFn

LassoObjFn <- function(bbeta, X, y, lambda, stplngth) {
  X.beta <- as.vector(X%*%bbeta)
  ans <- sum((y - X.beta)*(y - X.beta))/2 + lambda*sum(abs(bbeta))
  return(-ans)
}
nchenderson/nidaarem documentation built on Feb. 19, 2020, 12:45 p.m.