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 4.2.1 Index]