Function reference
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Trans.lasso() - Trans Lasso algorithm method
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Trans.lasso.sp() - A method for comparison: Trans-Lasso(l1). It has the same pipeline of Trans.lasso() but with sparsity index R_k=|w^(k)-β|_1 and a naive aggregation (empirical risk minimization)
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agg.fun() - agg.fun
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las.kA() - Trans-Lasso Oracle algorithm method
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mse.fun() - Computing the mean squared error
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plot(<translasso>) - Plot translasso object
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print(<translasso>) - Print translasso object
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summary(<translasso>) - Summarize translasso object