Iterative graphlet screening procedure

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Description

The iterative graphlet screening procedure, main function of the package.

Usage

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IterGS(y.tilde, gram, gram.bias, cg.all, sp, tau, nm, q0=0.1, scale = 1, max.iter = 3, 
std.thresh = 1.05, beta.initial = NULL)

Arguments

y.tilde

X'y where X and y are the predictor matrix and the response vector, respectively.

gram

the threholded gram matrix

gram.bias

the bias of the threholded gram matrix

cg.all

all the connected cg.alls of gram with size no more than nm.

sp

the expected sparse level

tau

the minimal signal strength to be detected

nm

the maximal size of the connected subgaphs considered in the screening step.

q0

the minimal screening parameter

scale

optional numerical parameter of the screening step. The default is 1

max.iter

the maximal number of iterations. The default is 3.

std.thresh

the threshold of the std change that stop the loop. The default is 1.05.

beta.initial

the initial estimate of beta in reducing the bias. The default is uu*sign(y.tilde)*(abs(y.tilde)>uu).

Value

IterGS returns a list with two elements

estimate

The iterative GS estimate of beta

n.iter

The number of iterations it takes

Examples

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##See demoIterGs.r