sparse.regression: Sparse regression model

View source: R/sparse.regression.R

sparse.regressionR Documentation

Sparse regression model

Description

Sparse regression model

Usage

sparse.regression(
  X,
  y,
  crossValidation = FALSE,
  seed = 1,
  penalty = "L0",
  algorithm = "CD",
  maxSuppSize = NULL,
  nFolds = 10,
  kFolds = NULL,
  rThreshold = 0,
  verbose = FALSE
)

Arguments

X

The data matrix

y

The response vector

crossValidation

Check whether cross validation is used.

seed

The seed used in randomly shuffling the data for cross-validation.

penalty

The type of regularization. This can take either one of the following choices: "L0" and "L0L2". For high-dimensional and sparse data, such as single-cell sequencing data, "L0L2" is more effective.

algorithm

The type of algorithm used to minimize the objective function. Currently "CD" and "CDPSI" are supported. The CDPSI algorithm may yield better results, but it also increases running time.

maxSuppSize

The number of non-zore coef, this value will affect the final performance. The maximum support size at which to terminate the regularization path. Recommend setting this to a small fraction of min(n,p) (e.g. 0.05 * min(n,p)) as L0 regularization typically selects a small portion of non-zeros.

nFolds

The number of folds for cross-validation.

kFolds

The number of folds for sample split.

rThreshold

rThreshold.

verbose

Print detailed information.

Value

The coefficients


inferCSN documentation built on Nov. 2, 2023, 6:27 p.m.