View source: R/subgradientL1Regression.R
subgradientL1Regression | R Documentation |
SubgradientL1Regression solves y approx x beta
subgradientL1Regression(
y,
x,
s = 0.01,
percentvals = 0.1,
nits = 100,
betas = NA,
sparval = NA
)
y |
outcome variable |
x |
predictor matrix |
s |
gradient descent parameter |
percentvals |
percent of values to use each iteration |
nits |
number of iterations |
betas |
initial guess at solution |
sparval |
sparseness |
output has a list of summary items
Avants BB
mat <- replicate(1000, rnorm(200))
y <- rnorm(200)
wmat <- subgradientL1Regression(y, mat, percentvals = 0.05)
print(wmat$resultcorr)
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