Gradient Function for gMIC
1 |
X |
The design matrix. |
y |
The response vector |
a |
The approximation parameter for gMIC. |
lambda |
The gMIC penalization parameter. |
gamma |
The optimization parameter. |
group |
The group structure of the model. For example, assume that X has 4 columns and group=c(1,1,2,2). It means the first 2 features form a group of variables and the last 2 features form another group of variables. |
family |
The type of glm model, should be one of "gaussian", "binomial" or "poisson". |
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