Description Usage Arguments Value Author(s)
solve a weighted least square problem it can be reugularized by a ridge penaly currently only support one lambda at a time
1 | getWls(y, X, w, lambda, thresh = 1e-07)
|
y |
response |
X |
features |
w |
weights |
lambda |
ridge regularization strength |
thresh |
defaut to be 1e-7, convergence criterion of glmnet |
beta the regression coefficient
Zhaobin Kuang
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