add option to orthonormalize within groups for group penalties

jaredhuling / oem

Penalized least squares estimation using the Orthogonalizing EM (OEM) algorithm

http://jaredhuling.org/oem

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add option to orthonormalize within groups for group penalties #11

Open jaredhuling opened 7 years ago

jaredhuling commented 7 years ago

Doing this in an efficient way (ie minimal extra copies, clean code workflow) while allowing for matrices not to be group-wise orthonormalized for non-group penalties may be very tricky