logit_cda_r: Optimize a logistic regression model by coordinate descent...

Description Usage Arguments Value

View source: R/cda3.R

Description

Optimize a logistic regression model by coordinate descent algorithm using a design matrix with R

Usage

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logit_cda_r(X_tilde, y, lambda, R, init.beta, delta, maxit, eps, warm, strong,
  sparse)

Arguments

X_tilde

standardized matrix of explanatory variables

y

vector of objective variable

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

sparse

whether use sparse matrix or not

Value

standardized beta


iilasso documentation built on May 2, 2019, 10:14 a.m.