Solver for the entire solution path of coefficients.
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X 
An nbyp 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 steplength of the discretized solver for the Bregman Inverse Scale Space. See details. 
c 
Normalized steplength. 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 blockwise 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 01 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 pbyp 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
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