betahat_GD_Cpp: betahat_GD_Cpp

Description Arguments

View source: R/RcppExports.R

Description

Estimation Linear Regression model via Gradient Descend method Output: [list] Beta paraameters estimated

Arguments

beta

[numeric] vector containing an initial guess for the beta vector

X

[numeric] design matrix

Y

[numeric] response variable vector

tolerance

[numeric] tolerance level, stopping criteria of the algorithm (error<tolerance: stop)

maxit

[numeric] maximum number of iterations, used if the stopping criteria is never matched

stepsize

[numeric] learning parameter, to update the parameters at each iteration


FrancescoBarile/FJLPackage documentation built on Dec. 17, 2021, 8:29 p.m.