Rdocumentation
powered by
Learn R Programming
DESP (version 0.1-5)
DESP_SRL_B: Estimation of the coefficient matrix
Description
This function computes the coefficient matrix B estimate, column-by-column.
Usage
DESP_SRL_B(X, lambda, solver)
Arguments
X
The design matrix.
lambda
The penalization parameter.
solver
The solver. A string indicating the solver to use. [object Object],[object Object],[object Object] The default is
"SCS"
.
Value
The coefficient matrix.
See Also
sqR_Lasso