Description Usage Arguments Value Author(s)

The function returns an estimate of the coefficient vector for a linear regression problem by setting the coefficients corresponding to a given index set to be the least squares estimate and the rest to be equal to zero.

1 |

`X` |
design matrix. |

`y` |
response vector. |

`active` |
the index set on which the least squares estimate is computed. |

An estimate of the coefficient vector is returned as above. If active==NULL, a vector of zeros is returned.

Haeran Cho

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