fit_lm_regularized: Can be used to fit either kernel models or regularized linear...
In aaronjfisher/mcr: Computes model class reliance, i.e., the most and least that models from a class may rely on variables of interest
Description
Usage
Arguments
Value
View source: R/linear_regression_mcr.r
Description
Minimizes ||Y_i - X β ||^2 +alphaβ'(reg_matrix)β across β. Alternatively, if reg_threshold is finite, this function minimizes ||Y_i - X β ||^2 across β satisfying β'(reg_matrix)β≤reg_threshold.
Usage
1
2
fit_lm_regularized(suff_stats, alpha = NA, reg_threshold = Inf,
tol = NA)
Arguments
suff_stats
output from get_suff_stats_kernel, or from the internal function get_suff_stats_lm. See also precompute_mcr_objects_and_functions
alpha
regularization parameter
reg_threshold
regularization threshold
tol
passed to solve_QP1QC
Value
The argmin over values of β.
aaronjfisher/mcr documentation built on Jan. 2, 2020, 4:38 p.m.
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Description Usage Arguments Value
View source: R/linear_regression_mcr.r
Description
Minimizes ||Y_i - X β ||^2 +alphaβ'(reg_matrix)β across β. Alternatively, if reg_threshold is finite, this function minimizes ||Y_i - X β ||^2 across β satisfying β'(reg_matrix)β≤reg_threshold.
Usage
1 2 | fit_lm_regularized(suff_stats, alpha = NA, reg_threshold = Inf,
tol = NA)
|
Arguments
suff_stats |
output from |
alpha |
regularization parameter |
reg_threshold |
regularization threshold |
tol |
passed to |
Value
The argmin over values of β.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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