prox.nuclear.func.fLS {VARDetect}R Documentation

Proximal function for nuclear norm penalty

Description

Proximal function for nuclear norm penalty

Usage

prox.nuclear.func.fLS(y, A, b, L, lambda, AtA, Atb)

Arguments

y

model parameter

A

design matrix

b

correspond vector, or matrix

L

learning rate

lambda

tuning parameter

AtA

Gram matrix obtained by design matrix

Atb

inner product for design matrix A and correspond vector b

Value

value of proximal function


[Package VARDetect version 0.1.8 Index]