family.grpnet: Prepare 'family' Argument for grpnet

In grpnet: Group Elastic Net Regularized GLMs and GAMs

Prepare 'family' Argument for grpnet

Description

Takes in the family argument from grpnet and returns a list containing the information needed for fitting and/or tuning the model.

Usage

family.grpnet(object, theta = 1)

Arguments

object	one of the following characters specifying the exponential family: "gaussian", "binomial", "multinomial", "poisson", "negative.binomial", "Gamma", "inverse.gaussian"
theta	Additional ("size") parameter for negative binomial responses, where the variance function is defined as V(\mu) = \mu + \mu^2/ \theta

Details

There is only one available link function for each family:
* gaussian (identity): \mu = \mathbf{X}^\top \boldsymbol\beta
* binomial (logit): \log(\frac{\pi}{1 - \pi}) = \mathbf{X}^\top \boldsymbol\beta
* multinomial (symmetric): \pi_\ell = \frac{\exp(\mathbf{X}^\top \boldsymbol\beta_\ell)}{\sum_{l = 1}^m \exp(\mathbf{X}^\top \boldsymbol\beta_l)}
* poisson (log): \log(\mu) = \mathbf{X}^\top \boldsymbol\beta
* negative.binomial (log): \log(\mu) = \mathbf{X}^\top \boldsymbol\beta
* Gamma (log): \log(\mu) = \mathbf{X}^\top \boldsymbol\beta
* inverse.gaussian (log): \log(\mu) = \mathbf{X}^\top \boldsymbol\beta

Value

List with components:

family	same as input object, i.e., character specifying the family
linkinv	function for computing inverse of link function
dev.resids	function for computing deviance residuals

Note

For gaussian family, this returns the full output produced by gaussian.

Author(s)

Nathaniel E. Helwig <[e-mail]>

References

Helwig, N. E. (2024). Versatile descent algorithms for group regularization and variable selection in generalized linear models. Journal of Computational and Graphical Statistics. \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1080/10618600.2024.2362232")}

See Also

grpnet for fitting group elastic net regularization paths

cv.grpnet for k-fold cross-validation of lambda

Examples

family.grpnet("gaussian")

family.grpnet("binomial")

family.grpnet("multinomial")

family.grpnet("poisson")

family.grpnet("negbin", theta = 10)

family.grpnet("Gamma")

family.grpnet("inverse.gaussian")

grpnet documentation built on Oct. 12, 2024, 1:07 a.m.