checkKKT4MSCCS: check convergence of MSCCS

Description Usage Arguments Value Author(s)

Description

check the convergence of MSCCS using KKT conditions

Usage

1
checkKKT4MSCCS(Z, X, y, w, lambda, alpha, beta)

Arguments

Z

fixed effect matrix

X

drug exposure matrix

y

response count vector

w

weight vector that describe data repetition

lambda

regularization strength, single lambda

alpha

fixed effect coefficients

beta

covariate coefficents

Value

2-norm of a vector that specifies the degree of optimality violation

Author(s)

Zhaobin Kuang


sverchkov/BaselineRegularization documentation built on May 9, 2019, 1:26 p.m.