SLOBE_ADMM_approx: SLOBE ADMM estimation

Description Usage Arguments Author(s)

View source: R/RcppExports.R

Description

SLOBE ADMM estimation

Usage

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SLOBE_ADMM_approx(start, X, Y, a_prior, b_prior, sigma = 1, FDR = 0.05,
  tol = 1e-04, known_sigma = FALSE, max_iter = 100L,
  verbose = TRUE)

Arguments

start

initial beta vector

X

data matrix

Y

response variable

a_prior

?

b_prior

?

sigma

?

FDR

Target FDR level

tol

Tolerance

known_sigma

?

max_iter

Maximum number of iterations

verbose

If TRUE, message will be printed to console

Author(s)

Szymon Majewski


StatsIMUWr/slobeC documentation built on Oct. 31, 2019, 12:03 a.m.