Solve an LP problem
1 2 | single_lpSolve(d, lamb, start = 10, c = 30, buffer = 10,
ind = NULL)
|
d |
the data frame |
lamb |
the lambda value |
start |
the start date |
c |
the value for c_0 |
buffer |
a value to be added to account for training in the initial stages, default 10 |
ind |
the indices for cross validation used only if non-null. (Should be sorted!!) |
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