CondReg (version 0.20)

ml_solver: Compute shrinkage of eigenvalues for condreg

Description

Compute shrinkage of eigenvalues for condreg

Usage

ml_solver(L, k, dir = "forward")

Arguments

L

vector of eigenvalues

k

vector of penalties

dir

direction of path solver ('forward' or 'backward')

Value

list of vector of shrinked eigenvalues Lbar, optimal u value uopt and interval indicator intv.