Description Usage Arguments Value Examples
View source: R/ADMM_groupLasso_Log.R
Compute the LASSO penalized minimum logistic loss solutions
1 | admmlasso_log(y, X, lam, rho = 0.001)
|
y |
The response vector with n entries |
X |
An n by p design matrix |
lam |
The non-negative tuning parameter value |
rho |
The penalty parameter in the augmented Lagrangian |
This function returns a list with four elements:
beta |
The vector of regression coefficient estimates, with p-1 entries |
total.iterations |
Number of iterations made |
1 2 3 | ## Not run:
admmlasso_log(X=X, y=y, lam=lam, rho=1e-3)
## End(Not run)
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