Description Usage Arguments Value
This function is to be used for solving LASSO optimization using co-ordinate descent method
1 | lasso_optim_cd(lambda, x, y, n_it = 100, wt)
|
lambda |
Penalty term |
x |
Predictors |
y |
Response |
n_it |
Number of iterations. Default value 100 |
wt |
weights for the coefficients of weighted LASSO. |
The function returns the coefficient of the predictors.
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