fitSTLS: fitSTLS

Description Usage Arguments Value

View source: R/STLS-methods.R

Description

Fitting A sparse Total Least Square model Using PALM algorithm

Usage

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fitSTLS(X, y, center = TRUE, lambda = NULL, nlambda = 100,
  lmin_ratio = 1e-04, alpha = 1, eps_abs = 1e-04, eps_rel = 1e-04,
  maxit = 1000L, warm_start = TRUE)

Arguments

X

The observation data matrix

y

The observation response vector

center

Y = Y - mean(Y) and X = X - mean(X)

lambda

The regularized lambda vector

nlambda

The Number of lambda

lmin_ratio

lambda_max / lambda_min

alpha

alpha parameter for elastic net penalty (0,1](Ridge Regression –> Lasso)

eps_abs

Absolutely epsilon for generated varaince vector

eps_rel

Relative epsilon for objective function value of generated vector

maxit

The maximal iteration of PALM algorithm

warm_start

Warm start for regularizer parameter tuning

Value

STLS_fit object


xinchoubiology/PALM documentation built on May 24, 2019, 9:56 a.m.