fct_dpp: Internal Double Penalized Projection Function

In mixedLSR: Mixed, Low-Rank, and Sparse Multivariate Regression on High-Dimensional Data

Internal Double Penalized Projection Function

Description

Internal Double Penalized Projection Function

Usage

fct_dpp(
  y,
  x,
  rank,
  lambda = NULL,
  alpha = 2 * sqrt(3),
  beta = 1,
  sigma,
  ptype = "grLasso",
  y_sparse = TRUE
)

Arguments

y	A matrix of responses.
x	A matrix of predictors.
rank	The rank, if known.
lambda	A vector of penalization parameters.
alpha	A positive constant DPP parameter.
beta	A positive constant DPP parameter.
sigma	An estimated standard deviation
ptype	A group penalized regression penalty type. See grpreg.
y_sparse	Should Y coefficients be treated as sparse?

Value

A list containing estimated coefficients, covariance, and penalty parameters.

mixedLSR documentation built on Nov. 10, 2022, 6:17 p.m.