# FindingGRGrps: An auxilary function calculating the containing variable... In MSGLasso: Multivariate Sparse Group Lasso for the Multivariate Multiple Linear Regression with an Arbitrary Group Structure

## Description

An auxilary function calculating the containing variable index for each predictor (or response) group. It generates the required input `GR.grps` matrix when calling the MSGlasso function.

## Usage

 `1` ```FindingGRGrps(P, Q, G, R, cmax, G.Starts, G.Ends, R.Starts, R.Ends) ```

## Arguments

 `P` a positive interger indicating number of predictor variables `Q` a positive interger indicating number of response variables `G` a positive interger indicating number of predictor groups `R` a positive interger indicating number of response groups `cmax` a positive interger indicating the max number of variables a single group (either a predictor or response group) contains. `G.Starts` a vector of starting coordinates for the predictor groups. `G.Ends` a vector of ending coordinates for the predictor groups. `R.Starts` a vector of starting coordinates for the response groups. `R.Ends` a vector of ending coordinates for the response groups.

## Details

Generates the required input `GRgrps` matrix when calling the main MSGlasso function, when user provide the starting and ending coordinates for each of the predictor and response groups. The `GRgrps` is a matrix of (g+r) by (cmax+1), with each row starting with variable indicators that row group contains, and followed by 999's till the row is filled.

## Value

A list with one components:

 `GRgrps ` the `GRgrps` matrix generated

## Author(s)

Yanming Li, Bin Nan, Ji Zhu

## References

Y. Li, B. Nan and J. Zhu (2015) Multivariate sparse group lasso for the multivariate multiple linear regression with an arbitrary group structure. Biometrics. DOI: 10.1111/biom.12292

## Examples

 ``` 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17``` ```########################################################################### ## generating the GR.grps matrix for an overlapping group structure ########################################################################### P <- 200 Q <- 200 G <- 10 R <- 10 cmax <- 400 GarrStarts <-c(0,20,40,60,80,100,120,140,160,180) GarrEnds <-c(19,39,59,79,99,119,139,159,179,199) RarrStarts <-c(0,20,40,60,80,100,120,140,160,180) RarrEnds <-c(19,39,59,79,99,119,139,159,179,199) tmp <- FindingGRGrps(P, Q, G, R, cmax, GarrStarts, GarrEnds, RarrStarts, RarrEnds) GR.grps <- tmp\$GRgrps ```

MSGLasso documentation built on May 29, 2017, 9:34 a.m.