Description Usage Arguments Value Author(s) See Also
This function computes the coefficient matrix B
estimate, column-by-column. The observations of the data matrix X
are assumed to have zero mean.
1 | DESP_SRL_B(X, lambda, solver = 'CD', sto = FALSE, nThreads = 1)
|
X |
The data matrix. |
lambda |
The penalization parameter that promotes sparsity. |
solver |
The solver. A string indicating the solver to use.
The default is |
sto |
Indicates whether a randomized algorithm (stochastic coordinate descent) have to be used when choosing the coordinate descent method, default FALSE. |
nThreads |
Set the number of threads for parallel processing when choosing the coordinate descent method or the SCS solver, default 1. |
The coefficient matrix.
Arnak Dalalyan and Samuel Balmand.
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