fct_dpp {mixedLSR} | R Documentation |
Internal Double Penalized Projection Function
Description
Internal Double Penalized Projection Function
Usage
fct_dpp(
y,
x,
rank,
lambda = NULL,
alpha = 2 * sqrt(3),
beta = 1,
sigma,
ptype = "grLasso",
y_sparse = TRUE
)
Arguments
y |
A matrix of responses. |
x |
A matrix of predictors. |
rank |
The rank, if known. |
lambda |
A vector of penalization parameters. |
alpha |
A positive constant DPP parameter. |
beta |
A positive constant DPP parameter. |
sigma |
An estimated standard deviation |
ptype |
A group penalized regression penalty type. See grpreg. |
y_sparse |
Should Y coefficients be treated as sparse? |
Value
A list containing estimated coefficients, covariance, and penalty parameters.
[Package mixedLSR version 0.1.0 Index]