getD3dSparse: getD3dSparse

Description Usage Arguments Details Value Examples

Description

getD3dSparse is a function that helps to construct generalized lasso penalty matrix D when using the fusedlasso function over a 3 dimensional grid

Usage

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getD3dSparse(dim1, dim2, dim3)

Arguments

dim1

positive integer. Based on a 3 dimensional grid, dim1 represents the number of units represented on the first dimension

dim2

positive integer which represents the number of units represented on the second dimension

dim3

positive integer which represents the number of units represented on the third dimension

Details

The function returns a sparse penalty matrix providing information on the connections between the variables during the implementation of a generalizad fused lasso.

Value

a matrix with dim1 x dim2 x dim3 columns. Each row represents an edge (a link between 2 variables) and is constructed with the couple (-1, 1), relative to these 2 variables and 0 for all others. In the context of a generalized fused lasso, this matrix penalizes only the differences in coefficients (fusion). To obtain parsimony in addition to the fusion, a diagonal matrix with the same number of columns must be bound to the penalty matrix constructed by getD3dSparse. This matrix will contain diagonally the ratio: parsimony penalty parameter on fusion penalty parameter. When using fusedlasso function, this operation is performed when you provide the argument gamma.

Examples

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library(genlasso)
library(Matrix)
D<-getD3dSparse(2,3,2)
plot(getGraph(D))

SpiceFP documentation built on Sept. 15, 2021, 9:07 a.m.