adaptiveLassoThreshold {cvCovEst} | R Documentation |
Adaptive LASSO Thresholding Function
Description
adaptiveLassoThreshold()
applies the adaptive LASSO
thresholding function to the entries of a matrix
. In particular, it
is meant to be applied to sample covariance matrix
Usage
adaptiveLassoThreshold(entry, lambda, n)
Arguments
entry |
A |
lambda |
A non-negative |
n |
A non-negative |
Value
A regularized numeric
.
[Package cvCovEst version 1.2.2 Index]