fct_select_lambda: Internal Penalty Parameter Selection Function.

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

Internal Penalty Parameter Selection Function.

Description

Internal Penalty Parameter Selection Function.

Usage

fct_select_lambda(
  x,
  y,
  k,
  clust_assign = NULL,
  initial = FALSE,
  type = "all",
  verbose
)

Arguments

x	A matrix of predictors.
y	A matrix of responses.
k	The number of groups.
clust_assign	The current clustering assignment.
initial	An initial penalty parameter.
type	A type.
verbose	A boolean indicating whether to print to screen.

Value

A selected penalty parameter.

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