Trans Lasso algorithm method
Usage
Trans.lasso(X, y, n.vec, I.til, l1 = T)
Arguments
- X
is the training data set
- y
is the target value set
- n.vec
PLACEHOLDER
- I.til
is a subset of n.vec containing roughly half its elements
- l1
is a boolean indicating l1-sparse characterization of contrast vectors (T) or l0 (F) (default: T)
Value
A named list containing beta.hat, theta.hat, rank.pi, beta.pool, and theta.pool