lasso_sg: Coefficient path (sg)

Description Usage Arguments Value

View source: R/coeff_lasso.R

Description

This function is to be used for getting co-efficient path using sub-gradient optimization

Usage

1
lasso_sg(lambdas, x, y, ts, wt, ...)

Arguments

lambdas

Values of the 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 for each lambda.


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