Trans-Lasso Oracle algorithm method
Usage
las.kA(X, y, A0, n.vec, lam.const = NULL, l1 = T)
Arguments
- X
is the training data set
- y
is the target value set
- A0
is the informative auxiliary set
- n.vec
PLACEHOLDER
- lam.const
is a tuning parameter (default: NULL)
- l1
is a boolean indicating l1-sparse characterization of contrast vectors (T) or l0 (F) (default: T)
Value
a named list containing beta.kA, w.kA, and lam.const