grpl.model-class: Class "grpl.model": Group Lasso Models

In grplasso: Fitting User-Specified Models with Group Lasso Penalty

Description

Objects of class "grpl.model" define link function, negative log-likelihood and corresponding gradient and Hessian for the model to be used in a group lasso problem.

Objects from the Class

Objects can be created by calls of the form grpl.model(...)

Slots

invlink

a function with arguments eta implementing the inverse link function.

link

a function with arguments mu implementing the link function.

nloglik

a function with arguments y, mu and weights implementing the negative log-likelihood function.

ngradient

a function with arguments x, y, mu and weights implementing the negative gradient of the log-likelihood function.

nhessian

a function with arguments x, mu and weights implementing the negative hessian of the log-likelihood function.

check

a function with argument y to check whether the response has the correct format.

name

a character name

comment

a character comment

Methods

show

object

Examples

  LogReg()

grplasso documentation built on July 8, 2020, 6:46 p.m.