gumbelRegression: Pathwise L2 Regularization and Coordinate Descent

In wush978/gumbelRegression: Implement Functions for Fitting Gumbel Regression

Usage

gumbelRegression(X, y, fold.id, lambda.seq = 10^seq(1, -4, length.out = 100),
  tolerance = 1e-04,
  implementation = getOption("gumbelRegression.implementation", "r"))

Arguments

X	matrix. The covariates.
y	numeric vector. The response.
fold.id	integer vector. The fold id of each instances. The number should be 1 to nfold.
lambda.seq	decreasing numeric vector. The sequence of L2 regularization.
implementation	character value. Select the implemenation.

wush978/gumbelRegression documentation built on May 9, 2019, 2:29 p.m.