gr_eta_lasso_fullrank {ggmix}

Functions related to eta parameter used in optim and kkt checks

Description

Used for gradient of eta. Currently being passed to optim in lmmlasso and used in kkt_check

Usage

gr_eta_lasso_fullrank(eta, sigma2, beta, eigenvalues, x, y, nt)

fn_eta_lasso_fullrank(eta, sigma2, beta, eigenvalues, x, y, nt)

Arguments

eta

current estimate of the eta parameter

sigma2

current estimate of the sigma2 parameter

beta

current estimate of the beta parameter including the intercept. this should be of length p+1, where p is the number of variables.

eigenvalues

non-zero eigenvalues of the kinship matrix, or the square of the singular values of the matrix used to construct the kinship matrix

x

input matrix, of dimension n x p; where n is the number of observations and p are the number of predictors.

y

response variable. must be a quantitative variable

nt

total number of observations

Value

returns the value of the function and gradient for the eta variance parameter

See Also

logliklasso, kkt_check, lmmlasso