Multivariate regression with covariance estimate

The function trains multivariate lasso with a given covariance estimate

Usage

compute_mrce(
  X,
  Y,
  lambda = NULL,
  nlambda = 50,
  Omega,
  nfolds = 5,
  tol.in,
  maxit.in,
  verbose,
  seed
)

Arguments

X

matrix, design matrix of SNP dosages

Y

matrix, matrix of G isoform expression across columns

lambda

vector, lambda penalty vector for LASSO to tune on

nlambda

int, number of lambda value for parameter selection

Omega

matrix, precision matrix of Y

nfolds

int, number of CV folds

tol.in

numeric, tolerance for objective difference

maxit.in

int, maximum number of iteractions

verbose

logical

seed

int, random seed

Value

CV MRCE fit