projcore {pgraph}

Calculate the Projected matrix given factors

Description

projcore calculate the projected matrix given factors.

Usage

projcore(
  x,
  b,
  method = c("lasso", "sam", "ols"),
  one.SE = TRUE,
  refit = TRUE,
  randSeed = 0
)

Arguments

x

first vector

b

factor matrix

method

projection method. Default = 'lasso'.

one.SE

whether to use the 1se rule for glmnet. Default = TRUE.

refit

whether to refit the selected model. Default = TRUE.

randSeed

the random seed for the program. Default = 0.

Value

eps

the residual matrix after projection

See Also

greg, roc, pgraph