lin.int.ineq {PACLasso} | R Documentation |
This function is called internally by lars.ineq
to get the linear programming initial fit if the user requests
implementation of the algorithm starting at the largest lambda
value and proceeding backwards.
lin.int.ineq(C.full, b)
C.full |
complete constraint matrix C (with inequality constraints of the form |
b |
constraint vector b |
beta
the initial beta vector of coefficients to use for the PaC algorithm
random_data = generate.data(n = 500, p = 20, m = 10)
lin_start = lin.int.ineq(random_data$C.full, random_data$b)
lin_start