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hdnom (version 6.0.4)

penalized_tune_lambda: Automatic lambda tuning function for fused lasso by k-fold cross-validation

Description

Automatic lambda tuning function for fused lasso by k-fold cross-validation

Usage

penalized_tune_lambda(..., lambda1, lambda2, seed, trace, parallel)

Arguments

Value

best model object, best lambda1, and best lambda2