matrix_M_update: Updates connection sign matrix.
In LassoNet: 3CoSE Algorithm
Description
Usage
Arguments
Details
Value
Author(s)
References
Examples
Description
Updates M using relation (M)_{ij} = -\hat{ξ}_{ij} |(M_1)|_{ij}.
Usage
1
matrix.M.update(M, xi)
Arguments
M
penalty matrix
xi
estimated \hat{ξ}_{ij} matrix
Details
Updates M
Value
M
updated M
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>
Examples
1
2
3
4
p<-100
M<-diag(p)
xi<-matrix(rnorm(p*p), p, p)
matrix.M.update(M,xi)
LassoNet documentation built on Jan. 19, 2020, 5:06 p.m.
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Description Usage Arguments Details Value Author(s) References Examples
Description
Updates M using relation (M)_{ij} = -\hat{ξ}_{ij} |(M_1)|_{ij}.
Usage
1 | matrix.M.update(M, xi)
|
Arguments
M |
penalty matrix |
xi |
estimated \hat{ξ}_{ij} matrix |
Details
Updates M
Value
M |
updated M |
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>
Examples
1 2 3 4 | p<-100
M<-diag(p)
xi<-matrix(rnorm(p*p), p, p)
matrix.M.update(M,xi)
|
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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