vlrr_est: Vectorised linear regression with regularisation

Description Usage Arguments Details Value Examples

Description

vlrr_est Main function behind the vlrr package.

Usage

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vlrr_est(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

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