update_kernel_weights: One instance of the kernel-smoothed FS-boost weights update

In kkdey/fineboostR:

One instance of the kernel-smoothed FS-boost weights update

Description

One instance of the kernel-smoothed FS-boost weights update

Usage

update_kernel_weights(X, y, LD, tau, kernel = "L2")

Arguments

X	The design matrix X (N times P) with samples/individuals along the rows and putatively correlated ordered features (SNPs) along the columns.
y	The response vector of length N
LD	The LD matrix for all P variables in the X matrix.
tau	The kernel smoothing bandwidth estimate.

Value

An object with the following items

weights	A new vector of weights of length P based on kernel smoothing around the top feature.
objective	The current value of the objective to be minimized.
corvals	The current values of correlations of the P features with the current residual.

kkdey/fineboostR documentation built on Jan. 1, 2023, 4:48 p.m.