algo_leverage: algo_leverage

Description Usage Arguments Examples

Description

Use leverage sampling to solve least square problem. Returns the intercept and slope

Usage

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algo_leverage(A, b, n_samples)

Arguments

A

Design matrix

b

Target vector

n_samples

Number of samples to use for leverage sampling.

Examples

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A = rt(100,6)
e = rnorm(100, 0,1)
b = -A+e
res = algo_leverage(A,b,100)
print(res)

shihhowie/hw2 documentation built on May 21, 2019, 12:35 a.m.