Fits multiple responses from shared predictor cross-products.
Usage
fit_greedy_l0_batch(
gram,
xty,
response_ss,
candidates,
n_obs,
max_support_size = NULL,
min_improvement = 1e-10
)Arguments
- gram
Numeric square predictor cross-product matrix.
- xty
Numeric predictor-by-response cross-product matrix.
- response_ss
Numeric response sums of squares.
- candidates
List of one-based predictor indices, one element per response.
- n_obs
Number of observations used for the cross-products.
- max_support_size
Optional positive integer support limit.
- min_improvement
Minimum RSS reduction proposed during forward search.