irwls.cov
irwls.cov(y, x, var.type, lambda1, lambda2, maxit = 100, alpha0 = NULL,
theta0 = NULL, thresh = 1e-05, trace.it = F, max.rank = NULL,
nu = 0.01)nxp observation matrix
(np)xN covariates matrix
vector of size p indicating types of columns in y (gaussian, binary, poisson)
positive number, value of the nuclear norm regularization parameter
positive number, value of the l1 norm regularization parameter
integer, maximum number of iterations
matrix of size (nb of groups)x(number of variables), initial value of the group effect, default 0
matrix of size (nb of ind.)x(number of variables), initial value of the individual effect, default 0
positive number, convergence criterion
boolean, if TRUE information about convergence will be displayes, default FALSE
integer, maximum rank of interaction matrix theta
positive number, backtracking line search parameter, default 0.01
A list vith the following elements
the original data matrix where missing entries are imputed by their estimated means
the estimated parameter matrix
a (nb groups) x (nb variables) matrix containing the group effects
a (nb individuals) x (nb variables) matrix containing the individual effects