betahat_SD_R: Steepest Descent Optimization Method for Linear Models

Description Usage Arguments Value

View source: R/SteepestDescent_R.R

Description

betahat_SD_R is used to estimates the beta vector of a linear Regression model via Steepest Descent

Usage

1
betahat_SD_R(beta, x, y, tolerance, maxit)

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

Value

[numeric] vector of beta parameters estimated


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