ml_solver {CondReg}R Documentation

Compute shrinkage of eigenvalues for condreg

Description

Compute shrinkage of eigenvalues for condreg

Usage

ml_solver(L, k, dir = "forward")

Arguments

L

vector of eigenvalues

k

vector of penalties

dir

direction of path solver ('forward' or 'backward')

Value

list of vector of shrinked eigenvalues Lbar, optimal u value uopt and interval indicator intv.


[Package CondReg version 0.20 Index]