get_xi: Updates the estimates of the connection signs by running mini...
In LassoNet: 3CoSE Algorithm
Description
Usage
Arguments
Value
Author(s)
References
Description
Updates connection signs \hat{ξ}.
Usage
1
Arguments
Bx
Bx element
By
By element
beta
\hat{β} estimated value
xi
\hat{ξ} matrix estimated at the previous step
M
penalty matrix
Value
xi
\hat{ξ} matrix
Author(s)
Maintainer: Jonas Striaukas <jonas.striaukas@gmail.com>
References
Weber, M., Striaukas, J., Schumacher, M., Binder, H. "Network-Constrained Covariate Coefficient and Connection Sign Estimation" (2018) <doi:10.2139/ssrn.3211163>
LassoNet documentation built on Jan. 19, 2020, 5:06 p.m.
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Description Usage Arguments Value Author(s) References
Description
Updates connection signs \hat{ξ}.
Usage
1 |
Arguments
Bx |
Bx element |
By |
By element |
beta |
\hat{β} estimated value |
xi |
\hat{ξ} matrix estimated at the previous step |
M |
penalty matrix |
Value
xi |
\hat{ξ} matrix |
Author(s)
Maintainer: Jonas Striaukas <jonas.striaukas@gmail.com>
References
Weber, M., Striaukas, J., Schumacher, M., Binder, H. "Network-Constrained Covariate Coefficient and Connection Sign Estimation" (2018) <doi:10.2139/ssrn.3211163>
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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