linearc: Linearc (c++)

In MGallow/logitr: Penalized Logistic Regression

Description

Computes the linear regression coefficient estimates (ridge and bridge penalization and weights, optional)

Usage

linearc(X, y, lam = 0, alpha = 1.5, penalty = "none", weights = 0L,
  intercept = TRUE, kernel = FALSE, method = "SVD", tol = 1e-05,
  maxit = 1e+05, vec = 0L, init = 0L)

Arguments

X	matrix
y	matrix
lam	optional tuning parameter for ridge regularization term. Defaults to 'lam = 0'
alpha	optional tuning parameter for bridge regularization term. Defaults to "alpha = 1.5"
penalty	choose from c("none", "ridge", "bridge"). Defaults to "none"
weights	optional vector of weights for weighted least squares
intercept	add column of ones if not already present. Defaults to TRUE
kernel	use linear kernel to compute ridge regression coefficeients. Defaults to TRUE when p >> n (for "SVD")
method	optimization algorithm. Choose from "SVD" or "MM". Defaults to "SVD"
tol	tolerance - used to determine algorithm convergence for "MM". Defaults to 10^-5
maxit	maximum iterations for "MM". Defaults to 10^5
vec	optional vector to specify which coefficients will be penalized
init	optional initialization for MM algorithm

Value

returns the coefficient estimates

MGallow/logitr documentation built on May 6, 2019, 12:06 a.m.