cd_optim: Co-ordinate descent optimization.

Description Usage Arguments Value

View source: R/opt_lasso.R

Description

Function for co-ordinate descent optimization for non-differentiable functions

Usage

1
cd_optim(x, f, x_it, n_it = 100)

Arguments

x

Starting value.

f

Function to optimize.

x_it

Iterative x obtained from the subgradient function

n_it

Number of iterations. Default value is 100

Value

The function returns the optimal solution


tathagatabasu/bootlasso documentation built on Aug. 9, 2019, 1:07 a.m.