lars.lsa: lars variant for LSA.

Description Usage Arguments Value Author(s)

Description

lars variant for LSA.

Usage

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lars.lsa(Sigma0, b0, intercept, n, type = c("lasso", "lar"),
  eps = .Machine$double.eps, max.steps)

Arguments

Sigma0

The parameter.

b0

The intercept of the regression line.

intercept

The bool variable of whether consider the intercept situation

n

The number of data point.

type

Regression options, choose form "lasso" or "lar".

eps

The converge threshold defined by the machine.

max.steps

The maximum iteration times to stop.

Value

object.

Author(s)

Reference Wang, H. and Leng, C. (2006) and Efron et al. (2004).


RobMixReg documentation built on Aug. 5, 2020, 5:08 p.m.