lasso_optim_cd: LASSO optimization using co-ordinate descent

Description Usage Arguments Value

View source: R/coeff_lasso.R

Description

This function is to be used for solving LASSO optimization using co-ordinate descent method

Usage

1
lasso_optim_cd(lambda, x, y, n_it = 100, wt)

Arguments

lambda

Penalty term

x

Predictors

y

Response

n_it

Number of iterations. Default value 100

wt

weights for the coefficients of weighted LASSO.

Value

The function returns the coefficient of the predictors.


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