generate_my_w: Generate the matrix W as seen in equation 8 for use in the...

In MADMMplasso: Multi Variate Multi Response ADMM with Interaction Effects

Generate the matrix W as seen in equation 8 for use in the function.

Description

Generate the matrix W as seen in equation 8 for use in the function.

Usage

generate_my_w(X = matrix(), Z = matrix())

Arguments

X	N by p matrix of predictors
Z	N by nz matrix of modifying variables. The elements of z may represent quantitative or categorical variables, or a mixture of the two. Categorical variables should be coded by 0-1 dummy variables: for a k-level variable, one can use either k or k-1 dummy variables.

Value

Generated W matrix nrow(X) by (ncol(X)+ncol(X) by ncol(Z))

MADMMplasso documentation built on April 3, 2025, 10:53 p.m.