gradient_fun_penalty: Calculate the Gradient for Penalized Regression

View source: R/targets.R

gradient_fun_penaltyR Documentation

Calculate the Gradient for Penalized Regression

Description

Calculate the Gradient for Penalized Regression

Usage

gradient_fun_penalty(y, tXy, tXX, beta, Q)

Arguments

y

A vector of observations

tXy

A vector of the transpose of design matrix X times the output data y

tXX

A matrix of the transpose of design matrix X times the design matrix X

beta

A vector of regression parameters

Q

A penalty (precision) matrix

Value

The gradient vector


jtipton25/sgMRA documentation built on Feb. 9, 2023, 4:53 a.m.