Fusion algorithm

Share:

Description

fusion algorithm

Usage

1
2
  MPA.fusion(X, y, maxSteps = 3 * min(dim(X)),
    eps = .Machine$double.eps^0.5, verbose = FALSE)

Arguments

X

the matrix (of size n*p) of the covariates.

y

a vector of length n with the response.

maxSteps

Maximal number of steps for lars algorithm.

eps

Tolerance of the algorithm.

verbose

If TRUE print details during the process.

Value

An object of type LarsPath.

Author(s)

Quentin Grimonprez

Examples

1
2
dataset=MPA.simul(50,10000,0.4,10,50,matrix(c(0.1,0.8,0.02,0.02),nrow=2))
result=MPA.fusion(dataset$data,dataset$response)