mcen: Fits an MCEN model

In mcen: Multivariate Cluster Elastic Net

Fits an MCEN model

Description

Fits an MCEN model

Usage

mcen(x, y, family = "mgaussian", ky = NULL, delta = NULL, gamma_y = 1,
  ndelta = 25, delta.min.ratio = NULL, eps = 1e-05,
  scale_x = TRUE, scale_y = TRUE, clusterMethod = "kmeans",
  clusterStartNum = 30, clusterIterations = 10, cluster_y = NULL,
  max_iter = 10, init_beta = NULL, n.cores = 1)

Arguments

x	Matrix of predictors.
y	Matrix of responses.
family	Type of likelihood used two options "mgaussian" or "mbinomial".
ky	Clusters for response.
delta	L1 penalty.
gamma_y	Penalty for with y clusters difference in predicted values.
ndelta	Number of delta parameters.
delta.min.ratio	Ratio between smallest and largest delta.
eps	Convergence criteria.
scale_x	Whether x matrix should be scaled, default is True.
scale_y	Whether y matrix should be scaled, default is True.
clusterMethod	K-means function used kmeans or kmeanspp.
clusterStartNum	Number of random starting points for clustering.
clusterIterations	Number of iterations for cluster convergence.
cluster_y	An a priori definition of clusters. If clusters are provided they will remain fixed and are not estimated. Objective function is then convex.
max_iter	Maximum number of iterations for coefficient estimates.
init_beta	Clustering step requires an initial estimate, default is to use elastic net solution.
n.cores	Number of cores used for calculation default is 1.

Value

returns a MCEN object

beta	List of the coefficient estimates.
delta	Value of delta.
gamma_y	Value of gamma_y.
ky	Value of ky.
y_clusters	List of the clusters of y.

Author(s)

Ben Sherwood <[e-mail]>, Brad Price <[e-mail]>

References

Price, B.S. and Sherwood, B. (2018). A Cluster Elastic Net for Multivariate Regression. arXiv preprint arXiv:1707.03530. http://arxiv-export-lb.library.cornell.edu/abs/1707.03530.

Examples

x <- matrix(rnorm(400),ncol=4)
beta <- beta <- matrix(c(1,1,0,0,0,0,-1,-1,0,0,-1,-1,1,1,0,0),ncol=4)
y <- x%*%beta + rnorm(400) 
mcen_fit <- mcen(x,y,ky=2,delta=1)

mcen documentation built on April 1, 2023, 12:11 a.m.