awgl_omega {QuantRegGLasso} | R Documentation |
Omega
Internal function: Quantile regression with adaptively group Lasso with Omega
.
awgl_omega(Y, W, omega, lambda, tau, qn, zeta, zetaincre, maxit, tol)
Y |
Data matrix ( |
W |
B-splines with covariates matrix with |
omega |
Weights for group lasso. |
lambda |
A sequence of tuning parameters. |
tau |
A quantile of interest. |
qn |
A bound parameter for HDIC. |
zeta |
A step parameter. |
zetaincre |
An increment of each step. |
maxit |
The maximum number of iterations. |
tol |
A tolerance rate. |
A list of selected parameters.