deltaFinder function

deltaFinder

Function to find the appropriate group update. A potential update value is given and then the corresponding sparse group lasso penalty value is calculated.

deltaFinder(a, lambda1, lambda2, gamma)

Arguments

• a: Possbile update value.
• lambda1: Tuning parameter pertaining to importance of groups.
• lambda2: Tuning parameter pertaining to importance of individuals.
• gamma: Scaling / thresholding value.

Returns

L2 Norm minus one of a given delta group defined by given lambda1, lambda2, and gamma.

Details

Internal function used by bisee.

Note

Internal function.

Author(s)

Gregory Vaughan