Create a Regularized MV Regression from a data matrix and response matrix. This function centers the data. Implementations should return specific return types.
Create a Regularized MV Regression from a data matrix and response matrix. This function centers the data. Implementations should return specific return types.
Value parameters
fname
the feature/variable names (defaults to null)
hparam
the shrinkage hyper-parameter (0 => OLS) in the penalty term 'lambda * norm of b'
x
the un-centered data/input m-by-n matrix, NOT augmented with a first column of ones