fastols {LassoNet} | R Documentation |
Fast least squares estimate.
Description
Computes least squares estimate in an efficient way.
Usage
fastols(y, x)
Arguments
y |
dependent variable |
x |
response variable |
Author(s)
Maintainer: Jonas Striaukas <jonas.striaukas@gmail.com>
Examples
p<-10
n<-100
x<-matrix(rnorm(n*p),n,p)
beta<-array(5, c(p,1))
y<-x%*%beta + rnorm(n,mean=0,sd=0.1)
fastols(y,x)
[Package LassoNet version 0.8.3 Index]