findLasso: findLasso

In soogs/sparks: functions along phd projects of soogeun park

Description

major idea/code originally by Niek. Thanks sir. Provides the lasso penalty values, given the number of zeros in the PCA coefficients matrix

Usage

findLasso(dat, zeros, R, whichfunction = c("spca_adj", "rsvd_spca"),
  init, ridge = 1e-06, maxiterOut, maxiterIn)

Arguments

dat	dataset
zeros	vector: number of zeros wanted per component
R	number of components
whichfunction	choice between "spca_adj" or "rsvd_spca": which function do you want?
init	initial values for the lasso penalties
ridge	ridge penalty. default 1e-6
maxiterOut	maximum iteration for all
maxiterIn	maximum iteration within one component

Value

lasso, converged

Examples

hi

soogs/sparks documentation built on May 17, 2019, 3:14 a.m.