ridge_regression_fit

fdars_core::regression

Function ridge_regression_fit 

Source 
pub fn ridge_regression_fit(
    x: &[f64],
    y: &[f64],
    n: usize,
    m: usize,
    lambda: f64,
    with_intercept: bool,
) -> RidgeResult
Expand description

Fit ridge regression.

ยงArguments

  • x - Predictor matrix (column-major, n x m)
  • y - Response vector
  • n - Number of observations
  • m - Number of predictors
  • lambda - Regularization parameter
  • with_intercept - Whether to include intercept