# WInfL1: Infinity-Wasserstein Linear Projections With an L1 Penalty In WpProj: Linear p-Wasserstein Projections

 WInfL1 R Documentation

## Infinity-Wasserstein Linear Projections With an L1 Penalty

### Description

Infinity-Wasserstein Linear Projections With an L1 Penalty

### Usage

``````WInfL1(
X,
Y,
theta = NULL,
penalty = c("none", "lasso", "mcp", "scad"),
lambda = numeric(0),
lambda.min.ratio = 1e-04,
gamma = 1.5,
nlambda = 10,
solver = c("cone", "mosek", "gurobi"),
options = list(solver_opts = NULL, init = NULL, tol = 1e-07, iter = 100),
model.size = NULL,
display.progress = FALSE,
...
)
``````

### Arguments

 `X` An n x p matrix of covariates `Y` An n x s matrix of predictions `theta` optional parameter matrix for selection methods. Should be p x s. `penalty` Form of penalty. One of "none", "lasso", "mcp","scad" `lambda` Penalty parameter for lasso regression. `lambda.min.ratio` Minimum lambda ratio for self selected lambda. `gamma` tuning parameters for SCAD and MCP. `nlambda` Number of lambda values. `solver` Which solver to use. One of "cone","mosek", or "gurobi". Note "mosek" and "gurobi" are commercial installers. `options` A list containing slots `solver_opts`, options for each solver, `init`, initial conditions fed into each solver, `tol`, tolerance for convergence, and `iter`, the maximum number of iterations `model.size` The maximum number of paramters to consider. Should be an integer greater than 1 and less than or equal to the number of covariates `display.progress` Whether to display progress. TRUE or FALSE `...` Additional arguments passed to the solver as needed

### Value

A `WpProj` object

WpProj documentation built on May 29, 2024, 7:55 a.m.