update_beta_qr: Beta update in L2E multivariate regression - PG
In jocelynchi/L2E-package-demo: Robust Structured Regression via the L2 Criterion
View source: R/update_beta_qr.R
update_beta_qr R Documentation
Beta update in L2E multivariate regression - PG
Description
update_beta_qr updates beta for L2E multivariate regression via a QR solve
Usage
update_beta_qr(y, X, QRF, tau, b, max_iter = 100, tol = 1e-04)
Arguments
y
Response vector
X
Design matrix
QRF
QR factorization object for X (obtained via 'QRF=qr(X)')
tau
Current estimate for tau
b
Current estimate for beta
max_iter
Maximum number of iterations
tol
Relative tolerance
Value
Returns a list object containing the new estimate for beta (vector) and the number of iterations (scalar) the update step utilized
jocelynchi/L2E-package-demo documentation built on Oct. 6, 2022, 6:05 a.m.
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View source: R/update_beta_qr.R
| update_beta_qr | R Documentation |
Beta update in L2E multivariate regression - PG
Description
update_beta_qr updates beta for L2E multivariate regression via a QR solve
Usage
update_beta_qr(y, X, QRF, tau, b, max_iter = 100, tol = 1e-04)
Arguments
y |
Response vector |
X |
Design matrix |
QRF |
QR factorization object for X (obtained via 'QRF=qr(X)') |
tau |
Current estimate for tau |
b |
Current estimate for beta |
max_iter |
Maximum number of iterations |
tol |
Relative tolerance |
Value
Returns a list object containing the new estimate for beta (vector) and the number of iterations (scalar) the update step utilized
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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