deltaFinder {sgee} | R Documentation |
Function to find the appropriate group update. A potential update value is given and then the corresponding sparse group lasso penalty value is calculated.
deltaFinder(a, lambda1, lambda2, gamma)
a |
Possbile update value. |
lambda1 |
Tuning parameter pertaining to importance of groups. |
lambda2 |
Tuning parameter pertaining to importance of individuals. |
gamma |
Scaling / thresholding value. |
Internal function used by bisee.
L2 Norm minus one of a given delta group defined by given lambda1, lambda2, and gamma.
Internal function.
Gregory Vaughan