fastridgeCpp: Faster Ridge Regression

View source: R/RcppExports.R

fastridgeCppR Documentation

Faster Ridge Regression

Description

Finds Ridge solutions using C++.

Usage

fastridgeCpp(X, y, lambda)

Arguments

X

Regressor matrix.

y

Dependent variable (a vector).

lambda

Penalty parameter (a number).

Value

The vector of parameter (beta) estimates.


tomzylkin/penppml documentation built on Feb. 13, 2025, 9:10 p.m.