bigeigen

<p>matrix to be evaluated (can be a Matrix object).</p>

method

<p>Calculate maximal eigenvalue of <code>t(X) %*% X</code> for big
matrices using singular value decomposition.</p>

Enables high-dimensional penalized regression across heterogeneous
subgroups. Fusion penalties are used to share information about the linear
parameters across subgroups. The underlying model is described
in detail in Dondelinger and Mukherjee (2017) <arXiv:1611.00953>.

Frank Dondelinger

bigeigen: Big eigenvalue calculation

Description

Usage

Arguments

Value