lasso: Fit lasso model (one iteration)
In brielin/inspre: INverse SParse REgression
lasso R Documentation
Fit lasso model (one iteration)
Description
Minimize .5|| Y - XB ||^2_2 + gamma |B|_1
Usage
lasso(X, Y, B, lambda, niter, fixd = -1L)
Arguments
X
NxP matrix of covariates.
Y
N-vector of response.
B
P-vector of coefficents.
lambda
P-vector L1 regulation coeffs.
niter
Integer, number of lasso iterations to perform.
fixd
Integer, passed from R to indicate the column of the data
during the inspre loop. Set to current column index to fix the diagonal
of the result to 1.
brielin/inspre documentation built on Dec. 3, 2023, 4:55 a.m.
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| lasso | R Documentation |
Fit lasso model (one iteration)
Description
Minimize .5|| Y - XB ||^2_2 + gamma |B|_1
Usage
lasso(X, Y, B, lambda, niter, fixd = -1L)
Arguments
X |
NxP matrix of covariates. |
Y |
N-vector of response. |
B |
P-vector of coefficents. |
lambda |
P-vector L1 regulation coeffs. |
niter |
Integer, number of lasso iterations to perform. |
fixd |
Integer, passed from R to indicate the column of the data during the inspre loop. Set to current column index to fix the diagonal of the result to 1. |
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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