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]