olasso_slow: Solve organic lasso problem with a single value of lambda The...
In natural: Estimating the Error Variance in a High-Dimensional Linear Model
Description
Solve organic lasso problem with a single value of lambda
The lambda values are for slow rates, which could give less satisfying results
Usage
1
olasso_slow(x, y, thresh = 1e-08)
Arguments
x
An n by p design matrix. Each row is an observation of p features.
y
A response vector of size n.
thresh
Threshold value for underlying optimization algorithm to claim convergence. Default to be 1e-8.
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Description
Solve organic lasso problem with a single value of lambda The lambda values are for slow rates, which could give less satisfying results
Usage
1 | olasso_slow(x, y, thresh = 1e-08)
|
Arguments
x |
An |
y |
A response vector of size |
thresh |
Threshold value for underlying optimization algorithm to claim convergence. Default to be |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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