LassoNet-package |
LassoNet: package for 3CoSE algorithm. |
beta.update.net |
Updates beta coefficients. |
betanew_lasso_cpp |
C++ subroutine that updates beta coefficients. |
fastols |
Fast least squares estimate. |
get.BxBy |
Computes decomposition elements. |
get.signs.M |
Vetorizes connection sign matrix. |
get.xi |
Updates the estimates of the connection signs by running mini OLS models. |
lasso.net.fixed |
Estimates coefficients over the grid values of penalty parameters. |
lasso.net.grid |
Estimates coefficients and connection signs over the grid of values of penalty parameters lambda1 and lambda2. |
mat.to.laplacian |
Computes Laplacian matrix. |
matrix.M.update |
Updates connection sign matrix. |
soft.thresh |
Soft thresholding operator. |