methodSR: Regularization criterion types

In SCGLR: Supervised Component Generalized Linear Regression

Regularization criterion types

Description

Regularization criterion types

Usage

methodSR(
  phi = "vpi",
  l = 1,
  s = 1/2,
  maxiter = 1000,
  epsilon = 1e-06,
  bailout = 10
)

Arguments

phi	character string describing structural relevance used in the regularization process. Allowed values are "vpi" for Variable Powered Inertia and "cv" for Component Variance. Default to "vpi".
l	is an integer argument (>1) tuning the importance of variable bundle locality.
s	is a numeric argument (in [0,1]) tuning the strength of structural relevance with respect to goodness of fit.
maxiter	integer for maximum number of iterations of SR function
epsilon	positive convergence threshold
bailout	integer argument

Value

an object of class method.SCGLR

SCGLR documentation built on April 4, 2025, 2:42 a.m.