awgl {QuantRegGLasso} | R Documentation |
Internal function: Quantile Regression with Adaptively Group Lasso without Omega
Description
Internal function: Quantile regression with adaptively group Lasso without Omega
.
Usage
awgl(Y, W, lambda, tau, L, qn, zeta, zetaincre, maxit, tol)
Arguments
Y |
Data matrix ( |
W |
B-splines with covariates matrix with |
lambda |
A sequence of tuning parameters. |
tau |
A quantile of interest. |
L |
The number of groups. |
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. |
Value
A list of selected parameters.
[Package QuantRegGLasso version 1.0.0 Index]