getWls: compute weighted least square

Description Usage Arguments Value Author(s)

Description

solve a weighted least square problem it can be reugularized by a ridge penaly currently only support one lambda at a time

Usage

1
getWls(y, X, w, lambda, thresh = 1e-07)

Arguments

y

response

X

features

w

weights

lambda

ridge regularization strength

thresh

defaut to be 1e-7, convergence criterion of glmnet

Value

beta the regression coefficient

Author(s)

Zhaobin Kuang


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