tree_parms

Fit the hierarchical tree structure

This system allows one to model a multi-variate, multi-response
problem with interaction effects. It combines the usual squared error loss
for the multi-response problem with some penalty terms to encourage
responses that correlate to form groups and also allow for modeling main and
interaction effects that exit within the covariates.
The optimization method employed is the Alternating Direction Method of
Multipliers (ADMM). The implementation is based on the methodology
presented on Quachie Asenso, T., & Zucknick, M. (2023)
<doi:10.48550/arXiv.2303.11155>.

Waldir Leoncio

MADMMplasso

Multi Variate Multi Response ADMM with Interaction Effects

Theophilus Quachie Asenso

Manuela Zucknick

Chi Zhang

tree_parms function

<dl><dt>y</dt>
<dd>N by D matrix of response variables</dd>
<dt>h</dt>
<dd>is the tree cut off</dd></dl>

Arguments

Fit the hierarchical tree structure — tree_parms

<dl>

<dt>y</dt>
<dd>N by D matrix of response variables</dd>


<dt>h</dt>
<dd>is the tree cut off</dd>

</dl>

tree_parms: Fit the hierarchical tree structure

Description

Usage

Value

Arguments