create_scaled_I_matrix: Create diagonal regularization matrix

View source: R/multilevel_kernel_QP.R

create_scaled_I_matrixR Documentation

Create diagonal regularization matrix

Description

Create diagonal regularization matrix

Usage

create_scaled_I_matrix(Xz, scale_sample_size)

Arguments

Xz

list of J n x d matrices of covariates split by group

scale_sample_size

Whether to scale the dispersion penalty by the sample size of each group, default T

n

Total number of units

aux_dim

Dimension of auxiliary weights


ebenmichael/balancer documentation built on Jan. 17, 2024, 2:56 p.m.