lin.int {PACLasso} | R Documentation |
This function is called internally by lars.c
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(C.full, b)
C.full |
complete constraint matrix C (with 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(random_data$C.full, random_data$b)
lin_start