potts | R Documentation |
Solver for the entire solution path of coefficients.
potts( X, kappa, alpha, c = 1, tlist, nt = 100, trate = 100, group = FALSE, intercept = TRUE, print = FALSE )
X |
An n-by-p matrix of variables. |
kappa |
The damping factor of the Linearized Bregman Algorithm that is defined in the reference paper. See details. |
alpha |
Parameter in Linearized Bregman algorithm which controls the step-length of the discretized solver for the Bregman Inverse Scale Space. See details. |
c |
Normalized step-length. If alpha is missing, alpha is automatically generated by
|
tlist |
Parameters t along the path. |
nt |
Number of t. Used only if tlist is missing. Default is 100. |
trate |
tmax/tmin. Used only if tlist is missing. Default is 100. |
group |
Whether to use a block-wise group penalty, Default is FALSE |
intercept |
if TRUE, an intercept is included in the model (and not penalized), otherwise no intercept is included. Default is TRUE. |
print |
If TRUE, the percentage of finished computation is printed. |
The data matrix X is transformed into a 0-1 indicator matrix D with each column D_{jk} means 1(X_j)==k. The Potts model here used is described as following:
P(x) \sim \exp(∑_{jk} a_{0,jk}1(x_i=1) + d^T Θ d/2)
where Θ is p-by-p symmetric and 0 on diagnal. Then conditional on x_{-j}
P(x_j=k) \sim exp(∑_{k} a_{0,jk} + ∑_{i\neq j,r}θ_{jk,ir}d_{ir})
then the composite conditional likelihood is like this:
- ∑_{j} condloglik(X_j | X_{-j})
A "potts" class object is returned. The list contains the call, the path, the intercept term a0 and value for alpha, kappa, t.
Jiechao Xiong
X = matrix(floor(runif(200*10)*3),200,10) obj = potts(X,10,nt=100,trate=10,group=TRUE)
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