Function to find the appropriate group update. A potential update value is given and then the corresponding sparse group lasso penalty value is calculated.
deltaFinder(a, lambda1, lambda2, gamma)L2 Norm minus one of a given delta group defined by given lambda1, lambda2, and gamma.
Possbile update value.
Tuning parameter pertaining to importance of groups.
Tuning parameter pertaining to importance of individuals.
Scaling / thresholding value.
Gregory Vaughan
Internal function used by bisee.