Computes a single solution for \(\lambda_1\) and \(\lambda_2\) values
cpp_sgl_fit(
beta0,
Z,
X,
y,
index,
lambda1,
lambda2,
innerIter,
outerIter,
thresh,
outerThresh,
gamma_solver,
step,
reset
)(vec) vector of initial \(\beta_0\) regression coefficients.
(mat) matrix of dummies.
(mat) matrix of covariates.
(vec) vector of response.
(vec) vector indicating group membership of each covariate.
(vec) single value of \(\lambda_1\).
(vec) single value of \(\lambda_2\).
(int) max number of inner iterations.
(int) max number of outer iterations.
(double) convergence threshold of inner loop.
(double) convergence threshold of outer loop.
(double) solver parameter.
(double) solver parameter.
(int) solver parameter.