`cost` computes the cost function of `Mglasso` method.
Usage
cost(beta, x, lambda1 = 0, lambda2 = 0)
Arguments
- beta
p by p numeric matrix. In rows, regression vectors coefficients after node-wise regression. diag(beta) = 0.
- x
n by p numeric matrix. Data with variables in columns.
- lambda1
numeric scalar. Lasso penalization parameter.
- lambda2
numeric scalar. Fused-group Lasso penalization parameter.
Value
numeric scalar. The cost.