# shrinkage::RuntimeMultivariateProblem

Shrinkage for Rust · 0.3.0

[Source](<https://github.com/jolars/shrinkage/blob/eeafe449edce19d3c552a03060f681ae3891af74/src/problem/runtime.rs>)

```rust
pub type RuntimeMultivariateProblem<'a> = shrinkage::Problem<Box<dyn RuntimeDesign + 'a>, shrinkage::MultivariateGaussian<'a>, shrinkage::AxisPenalty<Box<dyn ProximalPenalty + 'a>>>;
```

Multivariate Gaussian fitting with a runtime-selected design and penalty. 

[`crate::AxisPenalty`](<08140b02568bb11bf1bb6237342dadbfb2c025ac93d35b1a67ee6c91fa412ca3>) specifies the coefficient layout and penalty axis. Each response has its own unpenalized intercept. The shared proximal solver fits all responses jointly, including penalties that couple them.