Description Usage Arguments Value Examples
View source: R/ADMM_groupLasso_Log.R
Compute the group-LASSO penalized least square solutions
1 | admmgrouplasso_ls(X, y, group, lam, rho = 0.001)
|
X |
An n by p design matrix |
y |
The response vector with n entries |
group |
The indicator vetor for grouping with n entries |
lam |
The non-negative tuning parameter value |
rho |
The penalty parameter in the augmented Lagrangian |
This function returns a list with four elements:
beta |
The vector of regression coefficient estimates, with p-1 entries |
total.iterations |
Number of iterations made |
1 2 3 |
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