hOmega | R Documentation |
Solution path function for the Penalized Interaction Estimation (PIE)
hOmega(X, Y, lambda = NULL, nlambda = 50, lambda.min.ratio = 0.01, err = 10^(-4), maxIter = 10^3, rho = 1)
X |
covariates data matrix of dimension n*p after centering. |
Y |
response variable with length n. |
lambda |
user supplied tuning parameter; |
err |
the precision used to control the convergence. Default is 1e-4. |
maxIter |
Maximum number of iterations. Default is 1000. |
rho |
step parameter for the ADMM. Default is 1. |
A list of sparse asymmetric p*p matrices, lambda and also the number of iterations.
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