proxgroup: Proximal operator of the group l1l2 norm

In vguillemot/sparseMCA:

Description

Proximal operator of the group l1l2 norm

Usage

proxgroup(x, g, lambda)

Arguments

x	vector of numerics
g	vector describing the non-overlapping groups
lambda	regularization factor

Value

The transformation of the input vector by the proximal operator of the group l1l2 norm

Examples

x <- rnorm(50)
g <- gl(10, 5)
y <- proxgroup(x, g, 2)
layout(t(1:2))
plot(x, col = g)
plot(y, col = g)

vguillemot/sparseMCA documentation built on Nov. 5, 2019, 12:02 p.m.