is.control | R Documentation |
Auxiliary function used to configure and customize the fitting process of islasso
models.
is.control(
sigma2 = -1,
tol = 1e-05,
itmax = 1000,
stand = TRUE,
trace = 0,
nfolds = 5,
seed = NULL,
adaptive = FALSE,
g = 0.5,
b0 = NULL,
V0 = NULL,
c = 0.5
)
sigma2 |
Numeric. Fixed value of the dispersion parameter. If |
tol |
Numeric. Tolerance level to declare convergence. Default is |
itmax |
Integer. Maximum number of iterations. Default is |
stand |
Logical. If |
trace |
Integer. Controls verbosity of the iterative procedure:
|
nfolds |
Integer. Number of folds for CV if |
seed |
Optional. Integer seed for reproducibility in cross-validation. |
adaptive |
Logical. If |
g |
Numeric in |
b0 |
Optional. Starting values for regression coefficients. If |
V0 |
Optional. Initial covariance matrix. Defaults to identity matrix if |
c |
Numeric. Controls the weight in the induced smoothed LASSO. Default is |
A list of control parameters for use in islasso
.
Gianluca Sottile gianluca.sottile@unipa.it
islasso
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