lars.lsa: lars variant for LSA.

In changwn/RMR: Robust Mixture Regression

lars variant for LSA.

Description

lars variant for LSA.

Usage

lars.lsa(
  Sigma0,
  b0,
  intercept,
  n,
  type = c("lasso", "lar"),
  eps = .Machine$double.eps,
  max.steps
)

Arguments

Sigma0	The parameter.
b0	The intercept of the regression line.
intercept	The bool variable of whether consider the intercept situation
n	The number of data point.
type	Regression options, choose form "lasso" or "lar".
eps	The converge threshold defined by the machine.
max.steps	The maximum iteration times to stop.

Value

object.

Author(s)

Reference Wang, H. and Leng, C. (2006) and Efron et al. (2004).

changwn/RMR documentation built on March 29, 2025, 3:15 p.m.