dantzig.selector {fastclime} | R Documentation |
Function used to select the solution path for a given lambda
dantzig.selector(lambdalist, BETA0, lambda)
lambdalist |
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BETA0 |
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lambda |
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Finds the estimated regression coefficient vector associated with a given lambda
beta0 |
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Di Qi, Haotian Pang
Maintainer: Di Qi <dqi@princeton.edu>
# generate data a = dantzig.generator(n = 200, d = 100, sparsity = 0.1) # regression coefficient estimation b = dantzig(a$X0, a$y, lambda = 0.1, nlambda = 100) # estimated regression coefficient vector c = dantzig.selector(b$lambdalist, b$BETA0, 15)