casl_lenet_update_beta_kkt: Update beta vector using KKT conditions.
In BillyTian/bis557: Package containing assignments, projects or other products in BIS557
Description
Usage
Arguments
Value
Author(s)
References
Description
Update beta vector using KKT conditions.
Usage
1
casl_lenet_update_beta_kkt(X, y, b, lambda, active_set, maxit = 10000L)
Arguments
X
A numeric data matrix.
y
Response vector.
b
Current value of the regression vector.
lambda
The penalty term.
active_set
Logical index of the active set of variables.
maxit
Integer maximum number of iterations.
Value
A list indicating the new regression vector and active set.
Author(s)
Taylor Arnold, Michael Kane, Bryan Lewis.
References
Taylor Arnold, Michael Kane, and Bryan Lewis.
A Computational Approach to Statistical Learning.
Chapman & Hall/CRC Texts in Statistical Science, 2019.
BillyTian/bis557 documentation built on Dec. 19, 2020, 7:30 a.m.
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Description Usage Arguments Value Author(s) References
Description
Update beta vector using KKT conditions.
Usage
1 | casl_lenet_update_beta_kkt(X, y, b, lambda, active_set, maxit = 10000L)
|
Arguments
X |
A numeric data matrix. |
y |
Response vector. |
b |
Current value of the regression vector. |
lambda |
The penalty term. |
active_set |
Logical index of the active set of variables. |
maxit |
Integer maximum number of iterations. |
Value
A list indicating the new regression vector and active set.
Author(s)
Taylor Arnold, Michael Kane, Bryan Lewis.
References
Taylor Arnold, Michael Kane, and Bryan Lewis. A Computational Approach to Statistical Learning. Chapman & Hall/CRC Texts in Statistical Science, 2019.
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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