elnet_coord: Solving elastic net via coordinate descent
In samlahiry/hw2: Combining functions of hw2 in a single package
Description
Usage
Arguments
Value
Description
Solving elastic net via coordinate descent
Usage
1
elnet_coord(y, X, Lambda, alpha, beta_init, iterlength)
Arguments
y
The response vector
X
Design matrix
Lambda
Sequence of penalizing weights
alpha
weightage on L_1 norm
beta_init
initial coefficient vector (default rep(0,ncol(X)) - the zero vector )
iterlength
no. of iteration of the coordinate descent algorithm (default = 1000)
Value
Solution path - A matrix of dimension (length(Lambda),ncol(X)) where each row gives the coefficient vector for a fixed Lambda.
samlahiry/hw2 documentation built on May 25, 2019, 12:43 a.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Description Usage Arguments Value
Description
Solving elastic net via coordinate descent
Usage
1 | elnet_coord(y, X, Lambda, alpha, beta_init, iterlength)
|
Arguments
y |
The response vector |
X |
Design matrix |
Lambda |
Sequence of penalizing weights |
alpha |
weightage on L_1 norm |
beta_init |
initial coefficient vector (default rep(0,ncol(X)) - the zero vector ) |
iterlength |
no. of iteration of the coordinate descent algorithm (default = 1000) |
Value
Solution path - A matrix of dimension (length(Lambda),ncol(X)) where each row gives the coefficient vector for a fixed Lambda.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.