refit_sparse_log_contrast: Refit subject to sparsity constraints

Description Usage Arguments Details

View source: R/refit_log_contrast.R

Description

Given output of sparse_log_contrast, solves the least squares problem with compositional constraint on the features selected by sparse_log_contrast.

Usage

1
refit_sparse_log_contrast(fit, Z, y, tol = 1e-05)

Arguments

fit

output of trac

Z, y

same arguments as passed to sparse_log_contrast

tol

tolerance for deciding whether a beta value is zero

Details

minimize_beta, beta0 1/(2n) || y - beta0 1_n - Z beta ||^2 subject to beta_nonselected = 0, 1_p^T beta = 0


jacobbien/trac documentation built on Oct. 18, 2021, 9:30 p.m.