Description Usage Arguments Details
Method for coefficients in regression model
1 2 | slope_admm(A, b, z, u, lambda_seq, rho, max_iter = 100, tol_infeas = 0.001,
verbose = FALSE)
|
A |
design matrix |
b |
response |
z |
initial value |
u |
initial value |
lambda_seq |
sequence of lambda values for sorted L1 norm |
rho |
constant |
max_iter |
maximum number of ADMM iterations |
tol_infeas |
tolerance to feasibility rules |
verbose |
should additional info be printed out |
Implementation using alternating direction method of multipliers
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.