different_beta_solver: Different beta solvers

Description Usage Arguments Value

View source: R/FGSPCAUtils.R

Description

Different beta solvers

Usage

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different_beta_solver(
  x,
  y,
  lambda2,
  lambda1,
  sparse,
  solver_type = "spcasolver"
)

Arguments

x

the data matrix X_{n\times p}

y

the response vector Y_{n\times 1}

lambda2

λ_2 in the elastic loss function

lambda1

λ_1 in the elastic loss function

sparse

sparse = c("penalty", "varnum")

solver_type

solver_type=c("spcasolver", "lassocd", "glmnet")

Value

the solution β


ipapercodes/FGSPCA documentation built on Dec. 20, 2021, 7:58 p.m.