View source: R/ridge_learner.R
fit_ridge | R Documentation |
Ridge fit function
fit_ridge(X, Y, sigma2, currentFit = list(V = NULL))
X |
is the design matrix. Scaling is not handled by the function, it must be dealt with by the user beforehand It should have an attribute 'col_scale_factors' containing column scale factors, e.g. 1/column SDs |
Y |
is the response |
sigma2 |
is a vector of residual variances |
currentFit |
is the previous fit |
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