| obj.func {LSVAR} | R Documentation |
Objective function
Description
objective function, main loss function and penalties
Usage
obj.func(x.lr, x.sparse, A, b, lambda, mu)
Arguments
x.lr |
low-rank component |
x.sparse |
sparse component |
A |
design matrix |
b |
correspond vector |
lambda |
a tuning parameter for sparse component |
mu |
a tuning parameter for low-rank component |
Value
value of objective function
[Package LSVAR version 1.2 Index]