getD3dSparse is a function that helps to construct generalized lasso
penalty matrix D when using the
function over a 3 dimensional grid
getD3dSparse(dim1, dim2, dim3)
positive integer. Based on a 3 dimensional grid, dim1 represents the number of units represented on the first dimension
positive integer which represents the number of units represented on the second dimension
positive integer which represents the number of units represented on the third dimension
The function returns a sparse penalty matrix providing information on the connections between the variables during the implementation of a generalizad fused lasso.
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
function, this operation is performed when you provide the argument gamma.
library(genlasso) library(Matrix) D<-getD3dSparse(2,3,2) plot(getGraph(D))
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.