init_lm_ridge {countSTAR}R Documentation

Initialize linear regression parameters assuming a ridge prior

Description

Initialize the parameters for a linear regression model assuming a ridge prior for the (non-intercept) coefficients. The number of predictors p may exceed the number of observations n.

Usage

init_lm_ridge(y, X, X_test = NULL)

Arguments

y

n x 1 vector of data

X

n x p matrix of predictors

X_test

n0 x p matrix of predictors at test points (default is NULL)

Value

a named list params containing at least

  1. mu: vector of conditional means (fitted values)

  2. sigma: the conditional standard deviation

  3. coefficients: a named list of parameters that determine mu

Additionally, if X_test is not NULL, then the list includes an element mu_test, the vector of conditional means at the test points

Note

The parameters in coefficients are:


[Package countSTAR version 1.0.2 Index]