Open Boyle-Coffee opened 3 years ago
@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.
OK, thank you very much.
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:
And This is the code in R package:
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](https://user-images.githubusercontent.com/48355860/114866256-ecdfca80-9e25-11eb-864e-1d4dcb9dd3f7.png)