col.norm


a matrix for which the column norms are computed.



The function returns a vector containing the L2 norm of each column for a given matrix.


Implements an algorithm for variable selection in high-dimensional linear regression using the "tilted correlation", a new way of measuring the contribution of each variable to the response which takes into account high correlations among the variables in a data-driven way.

col.norm: Compute the L2 norm of each column

Description

Usage

Arguments

Value