ranklasso: ranklasso

View source: R/Regression.R

ranklassoR Documentation

ranklasso

Description

ranklasso computes the rank (LAD-)regression estimate

Usage

ranklasso(y, X, lambda, b0 = NULL, printitn = F)

Arguments

y

: numeric data vector of size N x 1 (output, respones)

X

: numeric data matrix of size N x p (input, features)

lambda

: penalty parameter (>= 0)

b0

: numeric optional initial start (regression vector) of iterations. If not given, we use LSE.

printitn

: bool, print iteration number (default = F, no printing) and other details

Value

b1 : numeric the regression coefficient vector

iter : (numeric) # of iterations (given when IRWLS algorithm is used)


Mufabo/Rrobustsp documentation built on June 11, 2022, 10:41 p.m.