Description Usage Arguments Value Author(s)
A function that implements the algorithm proposed by (Zou, Hui; Hastie, Trevor, 2015, JRRSB).
1 2 3 4 5 6 7 8 9 | elnet_coord(
y,
X,
beta0 = NA,
alpha = 0,
lambda = 0,
niter = 10000,
tol = 1e-05
)
|
y |
The constant vector |
X |
The regressor |
beta0 |
The initial guess of the solution. If no input given, then it is set to a zero vector. |
alpha |
The elastic net parameter, alpha should be in [0,1]. More details to be found in Trevors paper. |
lambda |
Regularization parameter |
niter |
Maximum Number of Iteration |
tol |
Tolerance of the difference between two result from iteration |
The solution to the elastic net system according to given parameter.
Xiaohan Wang
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