armijo.alpha Performs backtracking line search along a pre-specified search direction
armijo.alpha(y0, x, alpha, theta, alpha.tmp, theta.tmp, z, w, b = 0.5,
lambda2, var.type, thresh = 1e-05, nu = 0.1, zeta = 0.9,
th = 0.9, step = 1)nxp observations matrix
(np)xN matrix of covariates
direction of update for vector of regression parameters of length N
nxp matrix direction of update for matrix of interactions
length N vector, current regression parameters
nxp matrix, current matrix of interactions
matrix around which the quadratic approximation is done
weights of the quadratic approximation
positive number in (0,1) factor by which the step size is reduced
positive number, regularization parameter for l1 norm penalty
vector of length p indicating column types for y (gaussian, binary, poisson)
positive number, convergence criterion
positive number, backtracking line search parameter, default 0.01
positive number, backtracking line search parameter, default 0.1
positive number, backtracking line search parameter, default 0.1
number in (0,1), initial backtracking line search step, default 1
A list with the following elements
a (nb groups) x (nb variables) matrix containing the group effects
(nb individuals) x (nb variables) matrix containing the individual effects
a vector containing the value of the objective function at every iteration
the step size