par_reg: Fit a ridge regression model to multiple groups in parallel

In g-l-mansell/RcppRidge: Parallel Bayesian Ridge Regression

Description

Fit a ridge regression model to multiple groups in parallel

Usage

par_reg(X, y, lams, idx)

Arguments

X	Data matrix
y	Column matrix of responses
lams	Vector of regularisation parameters to test
idx	Vector of sample groups

Value

List with two objects lambdas A vector of the optimal value of lambda for each group betas A matrix where columns are the fitted regression coefficients for each group variances A 3D array, where variances[,,1] will be the covariance matrix for B|y for the first model

g-l-mansell/RcppRidge documentation built on Dec. 20, 2021, 9:43 a.m.