lasso_optim_pg: LASSO optimization (proximal gradient)
In tathagatabasu/bootlasso: Boot-strap Method for LASSO
Description
Usage
Arguments
Value
Description
This function is to be used for solving LASSO optimization using proximal-gradient method
Usage
1
lasso_optim_pg(lambda, x, y, ts, wt)
Arguments
lambda
Penalty term
x
Predictors
y
Response
ts
Stepsize for optimization method
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.
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Description Usage Arguments Value
Description
This function is to be used for solving LASSO optimization using proximal-gradient method
Usage
1 | lasso_optim_pg(lambda, x, y, ts, wt)
|
Arguments
lambda |
Penalty term |
x |
Predictors |
y |
Response |
ts |
Stepsize for optimization method |
wt |
weights for the coefficients of weighted LASSO. |
Value
The function returns the coefficient of the predictors.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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