Applies the threshold rule to obtain the vector of sparse estimates

Utilize the CDF penalty function to estimate a penalized linear model.
It enables you to display some graphical representations and determine whether the Karush-Kuhn-Tucker conditions are met.
For more details about the theory, please refer to Cuntrera, D., Augugliaro, L., & Muggeo, V. M. (2022) <arXiv:2212.08582>.

Daniele Cuntrera

penalizedcdf

Estimate a Penalized Linear Model using the CDF Penalty Function

Luigi Augugliaro

Vito M.R. Muggeo

S function

<dl> <dt>bm_gm</dt>
<dd>Vector of pseudo-solution.</dd> <dt>db</dt>
<dd>Lambda-rho ratio.</dd> <dt>w</dt>
<dd>Weights obtained from the penalty function.</dd></dl>

Arguments

Threshold function for CDF penalty — S

<dl>

 <dt>bm_gm</dt>
<dd>Vector of pseudo-solution.</dd>

 <dt>db</dt>
<dd>Lambda-rho ratio.</dd>

 <dt>w</dt>
<dd>Weights obtained from the penalty function.</dd>

</dl>

S: Threshold function for CDF penalty

Description

Usage

Value

Arguments