Linear regression with Coordinate descent

This function implements linear regression using the coordinate descent algorithm. This minimises the sum of squares with respect to each parameter at a time holding others fixed.

linreg.coord(Y, X)

Arguments

Y	vector of outcome variable
X	matrix of covariates

Value

coefs vector of coefficients

Examples

linreg.coord(women$height,women$weight)
#> $coefs
#> [1] 25.7310814  0.2871941
#>