LSVAR (version 1.2)

obj.func: 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