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Weighted sparse directions from dense SDR directions

Source: R/thesis_engine.R
weighted_sparsify_directions.Rd

Weighted sparse directions from dense SDR directions

Usage

weighted_sparsify_directions(V, lambda, weights = NULL, tol = 1e-10)

Arguments

V

Dense direction matrix.

lambda

Non-negative tuning parameter.

weights

Variable-level penalty weights.

tol

Numerical tolerance.

Value

Sparse direction matrix.