sigma2lasso {ggmix} | R Documentation |
sigma2lasso
estimates the value of the sigma2 for the
linear mixed model with lasso penalty
sigma2lasso(ggmix_object, ...)
## Default S3 method:
sigma2lasso(ggmix_object, ...)
## S3 method for class 'fullrank'
sigma2lasso(ggmix_object, ..., n, beta, eta)
ggmix_object |
A ggmix_object object of class |
... |
Extra parameters. Currently ignored. |
n |
number of observations |
beta |
current estimate of the beta parameter including the intercept. this should be of length p+1, where p is the number of variables. |
eta |
current estimate of the eta parameter |
A decreasing sequence of tuning parameters
There is a closed form solution for sigma^2, given beta and eta. This function isn't meant to be called directly by the user.