cost {mglasso} | R Documentation |
Mglasso
cost functioncost
computes the cost function of Mglasso
method.
cost(beta, x, lambda1 = 0, lambda2 = 0)
beta |
p by p numeric matrix. In rows, regression vectors coefficients after node-wise regression. |
x |
n by p numeric matrix. Data with variables in columns. |
lambda1 |
numeric scalar. Lasso penalization parameter. |
lambda2 |
numeric scalar. Fused-group Lasso penalization parameter. |
numeric scalar. The cost.