lin.int: Initialize Linear Programming Fit (Equality Constraints)

In PACLasso: Penalized and Constrained Lasso Optimization

Description

This function is called internally by lars.c to get the linear programming initial fit if the user requests implementation of the algorithm starting at the largest lambda value and proceeding backwards.

Usage

lin.int(C.full, b)

Arguments

C.full	complete constraint matrix C (with constraints of the form C.full*beta=b)
b	constraint vector b

Value

beta the initial beta vector of coefficients to use for the PaC algorithm

Examples

random_data = generate.data(n = 500, p = 20, m = 10)
lin_start = lin.int(random_data$C.full, random_data$b)
lin_start

PACLasso documentation built on May 2, 2019, 2:29 p.m.