midasml (version 0.0.6)

fastals: Computes fast ALS solution

Description

Computes fast ALS solution

Usage

fastals(Y, X, intercept, tau, maxIter, thresh)

Arguments

Y

(vec) vector of response.

X

(mat) matrix of covariates.

intercept

(double) 1 - includes intercept, else not.

tau

(double) quantile level.

maxIter

maximum number of iterations.

thresh

threshold value for stopping criterion.