DESP_OLS_B: Estimation of B by ordinary least squares

Description Usage Arguments Value Author(s) See Also

View source: R/DESP_OLS_B.R

Description

This function estimates the coefficient matrix B column-by-column. Only nonzero coefficients are estimated, using the sparsity pattern provided by the squared partial correlations matrix.

Usage

1
  DESP_OLS_B(X, SPC)

Arguments

X

The design matrix.

SPC

The squared partial correlations matrix.

Value

The coefficient matrix B.

Author(s)

Arnak Dalalyan and Samuel Balmand.

See Also

DESP_SqPartCorr


DESP documentation built on May 29, 2017, 9:27 p.m.