Description Usage Arguments Value Examples
Perform Cross Validation to select gamma/sparsity level
1 2 3 |
X |
A subject (n) by variable (p) matrix; the data |
w |
A vector of length p-1; weights for clustering |
gamma.seq |
A vector of positive scalars; regularization parameter sequence |
nfolds |
A positive scalar; number of cross validation folds |
nu |
A positive scalar; augmented Lagrangian paramter |
verbose |
Logical; should messages be printed? |
tol.base |
A small positive scalar; convergence tolerance for base SpaCC problem. |
tol.miss |
A small positive scalar; convergence tolerance for missing data problem. |
max.iter.base |
A positive integer; maximum number of iterations for base SpaCC problem |
max.iter.miss |
A positive integer; maximum number of iterations for missing data problem |
parallel |
A logical; should CV paths be done in parallel? |
frac |
A positive scalar between 0 and 1; fraction of hold out set to utilize |
A list with elements: ErrMat - a length(gamma.seq) by nfold matrix containing error on out of fold data; SpMat - a length(gamma.seq) by nfold matrix containing sparsity levels; gamma.seq - original gamma.seq sorted largest to smallest
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 | library(dplyr)
library(tidyr)
data("methy")
methy <- methy[1:20,1:10]
Coordinates <- methy$Genomic_Coordinate
methy %>%
tbl_df() %>%
select(-Chromosome,-Genomic_Coordinate) %>%
gather(Subject,Value,-ProbeID) %>%
spread(ProbeID,Value) -> X
SubjectLabels <- X$Subject
X <- X[,-1] %>% as.matrix()
nsubj <- nrow(X)
nprobes <- ncol(X)
nweights <- choose(nprobes,2)
diff.vals <- diff(Coordinates)
too.far <- diff.vals > 20000
sig = 1/5e3
w.values <- exp(-sig*diff.vals)
w.values[too.far] = 0
verbose=TRUE
tol.base = 1e-4
tol.miss = 1e-4
max.iter.base=5000
max.iter.miss=500
ngam = 20
gamma.seq <- exp(seq(log(1e-1),log(1e1),length.out=ngam))
CVRes <- SpaCC_CV(X=t(scale(t(X),center=TRUE,scale=FALSE)),
w=w.values,
gamma.seq=gamma.seq,
nfolds=5,
nu=1/nsubj,
verbose=TRUE,
tol.base=tol.base,
tol.miss=tol.miss,
max.iter.base=max.iter.base,
max.iter.miss=max.iter.miss,
parallel=FALSE,frac = 1)
|
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.