grouplassoRun: Get the sequence of tuning parameters and then make the call...

In wrbrooks/lagr: Local adaptive grouped regularization

Description

Get the sequence of tuning parameters and then make the call to the C code that implements the adaptive group lasso

Usage

grouplassoRun(data, index, weights, adaweights, family, thresh = 1e-04,
  nlam = 20, lambda = NULL, inner.iter = 100, outer.iter = 100,
  outer.thresh = 1e-04, optim.step.size = 0.8, reset = 10,
  min.frac = 0.05, verbose = FALSE)

wrbrooks/lagr documentation built on May 4, 2019, 11:59 a.m.