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code of Adaptive Lasso #26

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Boyle-Coffee opened this issue Apr 15, 2021 · 2 comments
Open

code of Adaptive Lasso #26

Boyle-Coffee opened this issue Apr 15, 2021 · 2 comments

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@Boyle-Coffee
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I found a difference between the code of Adaptive Lasso in this package and the code in R package.
This is the code in this package:
图片
And This is the code in R package:
图片
It is different that the R package let the X divided by the weights which was generated from linear regression while this package let the X times the weights.
And here is the formula I found:
图片

@ikeuchi-screen
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@Boyle-Coffee Thanks for using lingam.

In the paper, weights are defined as w=1/|beta|^gamma .
Then, X**=X/w and beta*=beta**/w are defined.

So, instead of dividing X by w, we multiply X by |beta|^gamma.
In our code, we have named the variable |beta|^gamma as weights.

@Boyle-Coffee
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OK, thank you very much.

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