group_derivs: Derivative of a group penalty
Description
Used to estimate non-convex group penalties.
Usage
group_derivs(deriv_func,groups,coefs,lambda,a=3.7)
Value
Returns the derivative of the L1 group penalty function.
Arguments
- deriv_func
Target derivative function.
- groups
Vector assigning columns of x to groups.
- coefs
Coefficients.
- lambda
Lambda value for deriv_func.
- a
Additional parameter for deriv_func.