elasticNet_solve: elasticNet_solve
In vviers/DIYLassoElasticNet: Coordinate-Descent for Penalised Regression Problems (ST443 Final Project)
Description
Usage
Arguments
Value
Description
a Solver for the ElasticNet problem
Usage
1
elasticNet_solve(y, X, lambda = 0.01, alpha = 0.5, epsilon = 1)
Arguments
y
a nx1 label vector
X
the design matrix
lambda
the weight of the overall penalty term
alpha
the relative weigth given to the L1 (Lasso) penalty
epsilon
the smallest change in penalised RSS that defines convergence
Value
a px1 vector of betas
vviers/DIYLassoElasticNet documentation built on May 30, 2019, 12:49 p.m.
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Description Usage Arguments Value
Description
a Solver for the ElasticNet problem
Usage
1 | elasticNet_solve(y, X, lambda = 0.01, alpha = 0.5, epsilon = 1)
|
Arguments
y |
a nx1 label vector |
X |
the design matrix |
lambda |
the weight of the overall penalty term |
alpha |
the relative weigth given to the L1 (Lasso) penalty |
epsilon |
the smallest change in penalised RSS that defines convergence |
Value
a px1 vector of betas
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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