scale_X: scale_X Scales a matrix of inputs according to LARS algorithm

In Saptati-Datta/AdapLasso: Computes Adaptive Lasso Using Lars Algorithm

Description

scale_X Scales a matrix of inputs according to LARS algorithm

Usage

scale_X(X, Y, gamma)

Arguments

X	n x p design matrix of inputs
Y	n x 1 vector of outputs
gamma	a scalar(>0) input used in the weight(user input)

Value

A list with the elements

X_w	A n x p matrix scaled according to LARS algorithm
weights	adaptive weights

Examples

EXAMPLE
X <- matrix(rnorm(500), 50, 10)
Y <- rnorm(50)
gamma <- 2
#Scaling using scale_X
sc <- scale_X(X , Y , gamma)
#Deriving weighted design matrix
X_w <- sc$X_w
#Deriving weights
weights <- sc$weights

Saptati-Datta/AdapLasso documentation built on Dec. 18, 2021, 12:57 p.m.