3CoSE Algorithm
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Documentation for package ‘LassoNet’ version 0.8.3
Help Pages
| 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. |