lasso {plmmr}R Documentation

helper function to implement lasso penalty

Description

helper function to implement lasso penalty

Usage

lasso(z, l1, l2, v)

Arguments

z

solution over active set at each feature

l1

upper bound

l2

lower bound

v

the 'xtx' term

Value

numeric vector of the lasso-penalized coefficient estimates within the given bounds


[Package plmmr version 4.1.0 Index]