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