Description Usage Arguments Value
Optimize a linear regression model by coordinate descent algorithm using a covariance matrix
1 2 |
Gamma |
covariance matrix of explanatory variables |
gamma |
covariance vector of explanatory and objective variables |
lambda |
lambda sequence |
R |
matrix using exclusive penalty term |
init_beta |
initial values of beta |
delta |
ratio of regularization between l1 and exclusive penalty terms |
maxit |
max iteration |
eps |
convergence threshold for optimization |
warm |
warm start direction: "lambda" (default) or "delta" |
strong |
whether use strong screening or not |
standardized beta
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