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scregclust (version 0.2.0)

coef_nnls: Compute NNLS coefficients

Description

Computes non-negative least squares coefficients with a matrix right hand side.

Usage

coef_nnls(x, y, eps = 1e-12, max_iter = 1000L)

Value

A list containing

beta

The estimated coefficient matrix

iterations

A vector containing the number of iterations needed for the i-th column in y in the i-th entry.

Arguments

x

Coefficient matrix (p x n matrix)

y

Right hand side (p x m matrix)

eps

Convergence tolerance

max_iter

Maximum number of iterations

References

Duy Khuong Nguyen and Tu Bao Ho. Accelerated anti-lopsided algorithm for nonnegative least squares. International Journal of Data Science and Analytics, 3(1):23–34, 2017.

Adapted from https://github.com/khuongnd/nnls_antilopsided