EBglmnet-internal: Internal EBglmnet functions

In EBglmnet: Empirical Bayesian Lasso and Elastic Net Methods for Generalized Linear Models

Internal EBglmnet functions

Description

Internal EBglmnet functions

Usage

	EBelasticNet.Binomial(BASIS,Target, lambda, alpha,verbose)
	EBelasticNet.BinomialCV(BASIS,Target, nFolds,foldId, verbose)
	EBelasticNet.Gaussian(BASIS,Target, lambda, alpha,verbose)
	EBelasticNet.GaussianCV(BASIS,Target, nFolds,foldId, verbose)
	EBlassoNE.BinomialCV(BASIS,Target,nFolds,foldId,verbose)
	EBlassoNE.GaussianCV(BASIS,Target, nFolds,foldId,verbose)
	EBlassoNEG.Binomial(BASIS,Target,a_gamma,b_gamma, verbose)
	EBlassoNEG.BinomialCV(BASIS,Target,nFolds,foldId,verbose)
	EBlassoNEG.Gaussian(BASIS,Target,a_gamma, b_gamma,  verbose)
	EBlassoNEG.GaussianCV(BASIS,Target,nFolds,foldId,verbose)
	ijIndex(trueLoc,K)
	CVonePair(X,y,nFolds,foldId,hyperpara,prior,family,verbose)
	lambdaMax(X,y,Epis)

Details

These are not intended for use by users. EBelasticNet.Binomial fits sparse logistic regression using elastic net prior distribution. EBelasticNet.BinomialCV Cross Validation designed with 20 alpha and 20 lambdas for EBEN binomial model. EBelasticNet.Gaussian fits sparse linear regression using elastic net prior distribution. EBelasticNet.GaussianCVCross Validation designed with 20 alpha and 20 lambdas for EBEN Gaussian model. EBlassoNE.BinomialCV Cross Validation designed with 20 lambdas for EBlasso binomial model. EBlassoNE.GaussianCV Cross Validation designed with 20 lambdas for EBlasso Gaussian model. EBlassoNEG.Binomial fits sparse logistic regression using lasso-NEG prior distribution. EBlassoNEG.BinomialCVCross Validation designed with 3-step search for EBlasso-NEG binomial model. EBlassoNEG.Gaussian fits sparse linear regression using lasso-NEG prior distribution. EBlassoNEG.GaussianCVCross Validation designed with 3-step search for EBlasso-NEG Gaussian model. ijIndexFunction for looking at the pair of interaction terms. CVonePairFunction performs nFolds CV for the given one pair of hyperparameter. lambdaMaxFunction calculate the maximum lambda for EBlasso-NE and EBEN in CV.

Author(s)

Anhui Huang and Dianting Liu
Dept of Electrical and Computer Engineering, Univ of Miami, Coral Gables, FL

EBglmnet documentation built on May 31, 2023, 8:37 p.m.