update_beta_MM_TF.Rdupdate_beta_MM_TF updates beta in L2E trend filtering regression using the distance penalty
update_beta_MM_TF(y, X, beta, tau, D, k, rho, max_iter = 100, tol = 1e-04)
| y | Response vector |
|---|---|
| X | Design matrix |
| beta | Initial vector of regression coefficients |
| tau | Initial precision estimate |
| D | The fusion matrix |
| k | The number of nonzero entries in D*beta |
| rho | The parameter in the proximal distance algorithm |
| max_iter | Maximum number of iterations |
| tol | Relative tolerance |
Returns a list object containing the new estimate for beta (vector) and the number of iterations (scalar) the update step utilized