elnet_coord: Elastic Net

Description Usage Arguments Value

Description

Computes elastic net estimate of coefficients. Assumes columns of X are standardized.

Usage

1
elnet_coord(y, X, alpha, lambda)

Arguments

y

Dependent variable.

X

Design matrix

alpha, lambda

Parameters in objective.

Value

Vector of length p=ncol(X) containing elastic net estimates for the coefficients.


DavidJamesKent/stsci6520_hw2 documentation built on May 26, 2019, 12:30 a.m.