olasso_slow {natural}

Solve organic lasso problem with a single value of lambda The lambda values are for slow rates, which could give less satisfying results

Description

Solve organic lasso problem with a single value of lambda The lambda values are for slow rates, which could give less satisfying results

Usage

olasso_slow(x, y, thresh = 1e-08)

Arguments

x

An n by p design matrix. Each row is an observation of p features.

y

A response vector of size n.

thresh

Threshold value for underlying optimization algorithm to claim convergence. Default to be 1e-8.