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)
Possbile update value.
Tuning parameter pertaining to importance of groups.
Tuning parameter pertaining to importance of individuals.
Scaling / thresholding value.
L2 Norm minus one of a given delta group defined by given lambda1, lambda2, and gamma.
Internal function used by bisee.