kkt_check: Check of KKT Conditions for Linear Mixed Model

Description Usage Arguments Value Note

View source: R/kkt.R

Description

This function checks the KKT conditions

Usage

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kkt_check(eta, sigma2, beta, eigenvalues, x, y, nt, lambda, tol.kkt = 0.001)

grr_sigma2(eta, sigma2, beta, eigenvalues, x, y, nt)

grr_beta0(eta, sigma2, beta, eigenvalues, x, y, nt)

Arguments

eta

current estimate of the eta parameter

sigma2

current estimate of the sigma2 parameter

beta

current estimate of the beta parameter including the intercept. this should be of length p+1, where p is the number of variables.

eigenvalues

non-zero eigenvalues of the kinship matrix, or the square of the singular values of the matrix used to construct the kinship matrix

x

rotated x. Should be U^T X, where U is the matrix of eigenvectors and X contains the first column of ones for the intercept. x should be a mtrix of dimension n x (p+1). These are outputted by the constructor functions. See ggmix_data_object for details

y

rotated y. Should be U^T Y, where U is the matrix of eigenvectors and Y is the response.

nt

total number of observations

lambda

A user supplied lambda sequence (this is the tuning parameter). Typical usage is to have the program compute its own lambda sequence based on nlambda and lambda.min.ratio. Supplying a value of lambda overrides this. WARNING: use with care. Do not supply a single value for lambda (for predictions after CV use predict() instead). Supply instead a decreasing sequence of lambda values. glmnet relies on its warms starts for speed, and its often faster to fit a whole path than compute a single fit.

tol.kkt

Tolerance for determining if an entry of the subgradient is zero

Value

returns the values of the gradient for each of the parameters

Note

grr_sigma2 and grr_beta0 are functions for the gradient of sigma2 and beta0, respectively


ggmix documentation built on April 13, 2021, 9:06 a.m.