quad.int {PACLasso} | R Documentation |
This function is called internally by lars.c
to get the quadratic programming fit if the user requests
implementation of the algorithm starting at the smallest lambda
value and proceeding forwards.
quad.int(x, y, C.full, b, lambda, d = 10^-7)
x |
independent variable matrix of data to be used in calculating PaC coefficient paths |
y |
response vector of data to be used in calculating PaC coefficient paths |
C.full |
complete constraint matrix C (with constraints of the form |
b |
constraint vector b |
lambda |
value of lambda |
d |
very small diagonal term to allow for SVD (default 10^-7) |
beta
the initial beta vector of coefficients to use for the PaC algorithm
random_data = generate.data(n = 500, p = 20, m = 10)
quad_start = quad.int(random_data$x, random_data$y, random_data$C.full,
random_data$b, lambda = 0.01)
quad_start