lasso_solve: lasso_solve
In vviers/DIYLassoElasticNet: Coordinate-Descent for Penalised Regression Problems (ST443 Final Project)
Description
Usage
Arguments
Value
Description
a Solver for the Lasso problem
Usage
1
lasso_solve(y, X, lambda = 0.01, epsilon = 1)
Arguments
y
a nx1 label vector
X
the design matrix
lambda
the weight of the penalty term in the Lasso problem
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.
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.
Description Usage Arguments Value
Description
a Solver for the Lasso problem
Usage
1 | lasso_solve(y, X, lambda = 0.01, epsilon = 1)
|
Arguments
y |
a nx1 label vector |
X |
the design matrix |
lambda |
the weight of the penalty term in the Lasso problem |
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.