betahat_GD_R: Estimation of Linear Regression model via Gradient Descent...

Description Usage Arguments Value

View source: R/GradientDescent_R.R

Description

betahat_GD_R is used to estimates the beta vector of a linear Regression model via an unconstrained optimization method called Gradient Descent Method

Usage

1
betahat_GD_R(beta, x, y, tolerance, maxit, stepsize)

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

Value

[numeric] vector of beta parameters estimated


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