process.group: Process groupings for a sparse group penalty

In SGPR: Sparse Group Penalized Regression for Bi-Level Variable Selection

Process groupings for a sparse group penalty

Description

A function that checks the group information for possible errors and processes it.

Usage

process.group(group, group.weight)

Arguments

group	A vector that specifies the group membership of each variable in X.
group.weight	A vector specifying weights that are multiplied by the group penalty to account for different group sizes.

Value

A structure containing the prepared group structure and, as an attribute, its labels and group weights.

SGPR documentation built on May 29, 2024, 5:27 a.m.