fastols: Fast least squares estimate.
In LassoNet: 3CoSE Algorithm

Computes least squares estimate in an efficient way.

1	fastols(y, x)

`y`	dependent variable
`x`	response variable

Maintainer: Jonas Striaukas <jonas.striaukas@gmail.com>

p<-10
n<-100
x<-matrix(rnorm(n*p),n,p)
beta<-array(5, c(p,1))
y<-x%*%beta + rnorm(n,mean=0,sd=0.1)
fastols(y,x)

LassoNet documentation built on Jan. 19, 2020, 5:06 p.m.

LassoNet index

Package overview README.md

Note that we can't provide technical support on individual packages. You should contact the package authors for that.

Description