mixedLSR (version 0.1.0)

fct_dpp: Internal Double Penalized Projection Function

Description

Internal Double Penalized Projection Function

Usage

fct_dpp(
  y,
  x,
  rank,
  lambda = NULL,
  alpha = 2 * sqrt(3),
  beta = 1,
  sigma,
  ptype = "grLasso",
  y_sparse = TRUE
)

Value

A list containing estimated coefficients, covariance, and penalty parameters.

Arguments

y

A matrix of responses.

x

A matrix of predictors.

rank

The rank, if known.

lambda

A vector of penalization parameters.

alpha

A positive constant DPP parameter.

beta

A positive constant DPP parameter.

sigma

An estimated standard deviation

ptype

A group penalized regression penalty type. See grpreg.

y_sparse

Should Y coefficients be treated as sparse?