Multi Variate Multi Response ADMM with Interaction Effects

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Documentation for package ‘MADMMplasso’ version 1.0.0

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MADMMplasso-package MADMMplasso: Multi Variate Multi Response ADMM with Interaction Effects
admm_MADMMplasso Fit the ADMM part of model for the given lambda values
admm_MADMMplasso_cpp Fit the ADMM part of model for a given lambda vale
compute_pliable Compute the interaction part of the model.
cv_MADMMplasso Carries out cross-validation for a MADMMplasso model over a path of regularization values
generate_my_w Generate the matrix W as seen in equation 8 for use in the function.
MADMMplasso MADMMplasso: Multi Variate Multi Response ADMM with Interaction Effects
predict.MADMMplasso Compute predicted values from a fitted MADMMplasso object. Make predictions from a fitted MADMMplasso model
sim2 Simulate data for the model. This is the second simulation data used in the paper
tree_parms Fit the hierarchical tree structure