flare-internal: Internal flare functions

In flare: Family of Lasso Regression

Internal flare functions

Description

Internal flare functions

Usage

sugm.likelihood(Sigma, Omega)
sugm.tracel2(Sigma, Omega)
sugm.cv(obj, loss=c("likelihood", "tracel2"), fold=5)
part.cv(n, fold)
sugm.clime.ladm.scr(Sigma, lambda, nlambda, n, d, maxdf, rho, shrink, prec, 
                    max.ite, verbose)
sugm.tiger.ladm.scr(data, n, d, maxdf, rho, lambda, shrink, prec, 
                    max.ite, verbose)
slim.lad.ladm.scr.btr(Y, X, lambda, nlambda, n, d, maxdf, rho, max.ite, prec, 
                      intercept, verbose)
slim.sqrt.ladm.scr(Y, X, lambda, nlambda, n, d, maxdf, rho, max.ite, prec, 
                   intercept, verbose)
slim.dantzig.ladm.scr(Y, X, lambda, nlambda, n, d, maxdf, rho, max.ite, prec, 
                      intercept, verbose)
slim.lq.ladm.scr.btr(Y, X, q, lambda, nlambda, n, d, maxdf, rho, max.ite, prec, 
                     intercept, verbose)
slim.lasso.ladm.scr(Y, X, lambda, nlambda, n, d, maxdf, max.ite, prec, 
                    intercept, verbose)

Arguments

Sigma	Covariance matrix.
Omega	Inverse covariance matrix.
obj	An object with S3 class returned from "sugm".
loss	Type of loss function for cross validation.
fold	The number of fold for cross validatio.
n	The number of observations (sample size).
d	Dimension of data.
maxdf	Maximal degree of freedom.
lambda	Grid of non-negative values for the regularization parameter lambda.
nlambda	The number of the regularization parameter lambda.
shrink	Shrinkage of regularization parameter based on precision of estimation.
rho	Value of augmented Lagrangian multipiler.
prec	Stopping criterion.
max.ite	Maximal value of iterations.
data	n by d data matrix.
Y	Dependent variables in linear regression.
X	Design matrix in linear regression.
q	The vector norm used for the loss term.
intercept	The indicator of whether including intercepts specifically.
verbose	Tracing information printing is disabled if verbose = FALSE. The default value is TRUE.

Details

These are not intended for use by users.

Author(s)

Xingguo Li, Tuo Zhao, Lie Wang, Xiaoming Yuan and Han Liu
Maintainer: Xingguo Li <[e-mail]>

See Also

sugm, slim and flare-package.

flare documentation built on May 23, 2022, 9:05 a.m.