mdpeer: Graph-Constrained Regression with Enhanced Regularization Parameters Selection

Performs graph-constrained regularization in which regularization parameters are selected with the use of a known fact of equivalence between penalized regression and Linear Mixed Model solutions. Provides implementation of three different regression methods where graph-constraints among coefficients are accounted for. 'crPEER' (Partially Empirical Eigenvectors for Regression with Constant Ridge, Constant Ridge PEER) method utilizes additional Ridge term to handle the non-invertibility of a graph Laplacian matrix. 'vrPEER' (Variable Reduction PEER) method performs variable-reduction procedure to handle the non-invertibility of a graph Laplacian matrix. Finally, 'RidgePEER' method employs a penalty term being a linear combination of graph-originated and Ridge-originated penalty terms, whose two regularization parameters are ML estimators from corresponding Linear Mixed Model solution. Notably, in 'RidgePEER' method a graph-originated penalty term allows imposing similarity between coefficients based on graph information given whereas additional Ridge-originated penalty term facilitates parameters estimation: it reduces computational issues arising from singularity in a graph-originated penalty matrix and yields plausible results in situations when graph information is not informative or when it is unclear whether connectivities represented by a graph reflect similarities among corresponding coefficients.

AuthorMarta Karas [aut, cre], Damian Brzyski [ctb], Jaroslaw Harezlak [ctb]
Date of publication2016-11-25 19:48:06
MaintainerMarta Karas <marta.karass@gmail.com>
LicenseGPL-2
Version0.1.0

View on CRAN

Files in this package

mdpeer
mdpeer/inst
mdpeer/inst/doc
mdpeer/inst/doc/Introduction_and_usage_examples.R
mdpeer/inst/doc/Introduction_and_usage_examples.html
mdpeer/inst/doc/Introduction_and_usage_examples.Rmd
mdpeer/NAMESPACE
mdpeer/R
mdpeer/R/RidgePEER.R mdpeer/R/L2Lnormalized.R mdpeer/R/vizumat.R mdpeer/R/mdpeer.R mdpeer/R/GraceTest_C.R mdpeer/R/dist2sim.R mdpeer/R/RidgePEER_cv.R mdpeer/R/A2L.R mdpeer/R/vrPEER.R mdpeer/R/crPEER.R
mdpeer/vignettes
mdpeer/vignettes/Introduction_and_usage_examples.Rmd
mdpeer/README.md
mdpeer/MD5
mdpeer/build
mdpeer/build/vignette.rds
mdpeer/DESCRIPTION
mdpeer/man
mdpeer/man/dist2sim.Rd mdpeer/man/mdpeer.Rd mdpeer/man/vizu.mat.Rd mdpeer/man/RidgePEER.cv.Rd mdpeer/man/RidgePEER.Rd mdpeer/man/crPEER.Rd mdpeer/man/L2L.normalized.Rd mdpeer/man/vrPEER.Rd mdpeer/man/Adj2Lap.Rd

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