Displaying 1 result from an estimated 1 matches for "tparamet".
Did you mean:
paramet
2007 Aug 28
1
The l1ce function in lasso2: The bound and absolute.t parameters.
Dear all,
I am quite puzzled about the bound and absolute.t arguments to the l1ce function in the lasso2 package. (The l1ce function estimates the regression parameter b in a regression model y=Xb+e subject to the constraint that |b|<t for some value t).
The doc says:
bound numeric, either a single number or a vector: the constraint(s) that is/are put onto the L1 norm of the parameters.