pense (version 1.2.9)

en_options_aug_lars: Additional Options for the EN Algorithms

Description

Specify additional options for the augmented LARS and the DAL algorithm to solve the EN problem.

Usage

en_options_aug_lars(use_gram = c("auto", "yes", "no"), eps = 1e-12)
en_options_dal(
  maxit = 100,
  eps = 1e-08,
  eta_mult = 2,
  eta_start_numerator = 0.01,
  eta_start,
  preconditioner = c("approx", "none", "diagonal"),
  verbosity = 0
)

Arguments

use_gram

should the Gram matrix be pre-computed.

eps

numeric tolerance for convergence.

maxit

maximum number of iterations allowed.

eta_mult

multiplier to increase eta at each iteration.

eta_start_numerator

if eta_start is missing, it is defined by eta_start = eta_start_numerator / lambda.

eta_start

the start value for eta.

preconditioner

preconditioner for the numerical solver. If none, a standard solver will be used, otherwise the faster preconditioned conjugate gradient is used.

verbosity

verbosity of the algorithm.

Value

a checked options list.

See Also

Other specifying additional options: initest_options(), mstep_options(), pense_options()