OurSlope {TrendTM}

It performs the slope heuristic for the selection of a penalty constant

Description

It performs the slope heuristic for the selection of a penalty constant

Usage

OurSlope(contrast, grille, penalty)

Arguments

contrast

the Frobenius norm of X-M_est for all the value of the grid grille

grille

the ordered grid of potential values for the penalty constant

penalty

the penalty calculated for each value of the grid grille

Value

Model_Selected the selected parameter