find_tau_max_reg: Find the minimum tau such that equal weight solve the l_2...
In zhan-gao/LasForecast: Time series linear predictive regression
find_tau_max_reg R Documentation
Find the minimum tau such that equal weight solve the l_2 relaxation problem
Description
Find the minimum tau such that equal weight solve the l_2 relaxation problem
Usage
find_tau_max_reg(y, X, solver = "CVXR", intercept = TRUE, tol = 1e-06)
Arguments
solver
The solver to use; "Rmosek" or "CVXR"
tol
Tolerance for the solver
zhan-gao/LasForecast documentation built on Sept. 18, 2024, 9:40 p.m.
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| find_tau_max_reg | R Documentation |
Find the minimum tau such that equal weight solve the l_2 relaxation problem
Description
Find the minimum tau such that equal weight solve the l_2 relaxation problem
Usage
find_tau_max_reg(y, X, solver = "CVXR", intercept = TRUE, tol = 1e-06)
Arguments
solver |
The solver to use; "Rmosek" or "CVXR" |
tol |
Tolerance for the solver |
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.
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