update_beta_convex: Beta update in L2E convex regression - PG
In L2E: Robust Structured Regression via the L2 Criterion
View source: R/update_beta_convex.R
update_beta_convex R Documentation
Beta update in L2E convex regression - PG
Description
update_beta_convex updates beta for L2E convex regression using PG
Usage
update_beta_convex(y, b, tau, max_iter = 100, tol = 1e-04)
Arguments
y
Response vector
b
Current estimate for beta
tau
Current estimate for tau
max_iter
Maximum number of iterations
tol
Relative tolerance
Value
Returns a list object containing the new estimate for beta (vector) and the number of iterations (scalar) the update step utilized
L2E documentation built on Sept. 9, 2022, 1:07 a.m.
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View source: R/update_beta_convex.R
| update_beta_convex | R Documentation |
Beta update in L2E convex regression - PG
Description
update_beta_convex updates beta for L2E convex regression using PG
Usage
update_beta_convex(y, b, tau, max_iter = 100, tol = 1e-04)
Arguments
y |
Response vector |
b |
Current estimate for beta |
tau |
Current estimate for tau |
max_iter |
Maximum number of iterations |
tol |
Relative tolerance |
Value
Returns a list object containing the new estimate for beta (vector) and the number of iterations (scalar) the update step utilized
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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