elnet_coord: elnet_coord

In xyzou685/STSCI6520_HW2: HW2

Description

fits elastic net to data using coordinate descent algorithm.

Usage

elnet_coord(x, y, a, lambda, betahat = rep(0, NCOL(x)),
  maxiteration = 100)

Arguments

x	n*p matrix;explanatory variables
y	n*1 vector;response variable
a	a constant;the l-2 regularization coefficient
lambda	a constant;the l-1 and l-2 regularization coefficient
betahat	p*1 vector;the initial regression coefficient;default is a zero vector
maxiteration	maximum number of iteration allowed

Value

the estimated regression coefficient beta

Examples

x <- matrix(rnorm(500),100,5)
y <- x%*%rep(-1,5)+rnorm(100)
elnet_coord(x,y,0.5,1)

xyzou685/STSCI6520_HW2 documentation built on June 6, 2019, 2:29 p.m.