fct_sigma

Internal Sigma Estimation Function

internal

Mixed, low-rank, and sparse multivariate regression ('mixedLSR') provides tools for performing mixture regression when
the coefficient matrix is low-rank and sparse. 'mixedLSR' allows subgroup identification by alternating optimization
with simulated annealing to encourage global optimum convergence. This method is data-adaptive, automatically
performing parameter selection to identify low-rank substructures in the coefficient matrix.

Alexander White

mixedLSR

Mixed, Low-Rank, and Sparse Multivariate Regression on
High-Dimensional Data

Sha Cao

Yi Zhao

Chi Zhang

fct_sigma function

<dl><dt>y</dt>
<dd>A matrix of responses.</dd>
<dt>N</dt>
<dd>The sample size.</dd>
<dt>m</dt>
<dd>The number of outcome variables.</dd></dl>

Arguments

Internal Sigma Estimation Function — fct_sigma

<dl>

<dt>y</dt>
<dd>A matrix of responses.</dd>


<dt>N</dt>
<dd>The sample size.</dd>


<dt>m</dt>
<dd>The number of outcome variables.</dd>

</dl>

fct_sigma: Internal Sigma Estimation Function

Description

Usage

Value

Arguments