update_sigma: Update sigma in the scaled lasso algorithm
In abichat/zazou: Z-Scores As Ornstein-Uhlenbeck
Description
Usage
Arguments
Value
Description
Compute the exact value of sigma that nullify the gradient.
Usage
1
update_sigma(y, X, beta)
Arguments
y
A vector of size m.
X
A vector of size m*(n+m).
beta
The current value of beta.
Value
Updated version of sigma.
abichat/zazou documentation built on Sept. 8, 2021, 6:53 a.m.
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Description Usage Arguments Value
Description
Compute the exact value of sigma that nullify the gradient.
Usage
1 | update_sigma(y, X, beta)
|
Arguments
y |
A vector of size m. |
X |
A vector of size m*(n+m). |
beta |
The current value of beta. |
Value
Updated version of sigma.
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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