get_varbased_weights: Produce variance-based weights for predictors in...

Description Usage Arguments Value

Description

Produce variance-based weights for predictors in heteroskedastic ridge regression

Usage

1

Arguments

y

Vector of response variable

X

Matrix of predictor variables

Value

A vector of length ncol(X) with weights for each predictor.


MichalOleszak/momisc documentation built on May 29, 2019, 3:02 a.m.