en_options_aug_lars {pense} | R Documentation |
Specify additional options for the augmented LARS and the DAL algorithm to solve the EN problem.
en_options_aug_lars(use_gram = c("auto", "yes", "no"), eps = 1e-12) en_options_dal(maxit = 100, eps = 1e-08, eta_mult = 2, eta_start_numerator = 0.01, eta_start, preconditioner = c("approx", "none", "diagonal"), verbosity = 0)
use_gram |
should the Gram matrix be pre-computed. |
eps |
numeric tolerance for convergence. |
maxit |
maximum number of iterations allowed. |
eta_mult |
multiplier to increase eta at each iteration. |
eta_start_numerator |
if |
eta_start |
the start value for eta. |
preconditioner |
preconditioner for the numerical solver. If none, a standard solver will be used, otherwise the faster preconditioned conjugate gradient is used. |
verbosity |
verbosity of the algorithm. |
a checked options list.
Other specifying additional options: initest_options
,
mstep_options
, pense_options