vlrr: Vectorised linear regression with regularisation

In ivyleavedtoadflax/vlrr: Vectorised Implementation of Linear Regression with Simple Regularisation

Description

vlrr Main function behind the vlrr package.

Usage

vlrr(x, y, lambda, ...)

Arguments

y	Vector of observations.
lambda	Regularisation parameter.
X	Design matrix x.

Details

Essential a wrapper function for the optim function..

Value

Returns a list giving the original model call, the final gradient given by the last iteration of the gradient function call, and the final coefficients.

Examples

library(vlrr)
data(mpg, package="ggplot2")
model <- vlrr(mpg ~ disp, data = mtcars)
model

ivyleavedtoadflax/vlrr documentation built on May 18, 2019, 7:14 a.m.