.ridgeHessian: .ridgeHessian
Description
ridge Hessian function
Usage
.ridgeHessian(parameters, tuningParameters, penaltyFunctionArguments)
Arguments
- parameters
vector with labeled parameter values
- tuningParameters
list with field lambda (tuning parameter value)
- penaltyFunctionArguments
list with field regularizedParameterLabels (labels of regularized parameters)