l2_relax_reg_opt: Solve L2-relaxation for a regression problem
In zhan-gao/LasForecast: Time series linear predictive regression
l2_relax_reg_opt R Documentation
Solve L2-relaxation for a regression problem
Description
Solve L2-relaxation for a regression problem
Usage
l2_relax_reg_opt(y, X, tau, intercept = TRUE, solver = "CVXR", tol = 1e-06)
Arguments
tau
The regularization parameter
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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| l2_relax_reg_opt | R Documentation |
Solve L2-relaxation for a regression problem
Description
Solve L2-relaxation for a regression problem
Usage
l2_relax_reg_opt(y, X, tau, intercept = TRUE, solver = "CVXR", tol = 1e-06)
Arguments
tau |
The regularization parameter |
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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