SLOPE_solver_matlab {SLOPE} | R Documentation |
Uses the R.matlab
package to invoke the TFOCS sorted L1 solver.
See SLOPE_solver
for a description of the sorted L1
optimization problem.
SLOPE_solver_matlab(A, b, lambda, initial = numeric(), matlab = NULL)
A |
an n-by-p matrix |
b |
vector of length n |
lambda |
vector of length p, sorted in decreasing order |
initial |
initial guess for x |
matlab |
MATLAB client object (instance of class |
The solution vector x.