rcpp_fit_fun: Calculates the objective function values.
Description
Calculates the objective function values.Usage
rcpp_fit_fun(ImpCov, SampCov, type2, lambda, pen_vec, pen_diff)
Arguments
ImpCov
expected covariance matrix.
SampCov
Sample covariance matrix.
pen_vec
vector of penalized parameters.
pen_diff
Vector of values to take deviation from.