estRegPars: Function for estimating tuning parameters

Description Usage Arguments Value

View source: R/estRegPars.R

Description

estRegPars

Usage

1
estRegPars(y, X, delta.sq = NULL, precomp = NULL, comp.q = FALSE)

Arguments

y

regression response

X

regression design matrix

delta

ridge regression parameter for when X is not full rank

Value

Estimates sigma.beta.sq.hat, sigma.epsi.sq.hat and kappa.hat


maryclare/EBRR documentation built on May 21, 2019, 12:39 p.m.