gamlassoFit: The function fitting a gamlasso model

In plsmselect: Linear and Smooth Predictor Modelling with Penalisation and Variable Selection

Description

This function is the workhorse for fitting a gamlasso model. Not recommended to call directly. It is slightly more efficient than gamlasso.default since it doesn't perform any quality checks. Only use if the data has been cleaned and no errors are expected to occur.

Usage

gamlassoFit(
  data,
  formula = NULL,
  response.name = NULL,
  linear.name = NULL,
  smooth.name = NULL,
  family = "gaussian",
  linear.penalty = 0,
  smooth.penalty = 2,
  offset.name = NULL,
  weights.name = NULL,
  num.knots = 5,
  num.iter = 100,
  interactions = F,
  tolerance = 1e-04,
  seed = .Random.seed[1],
  verbose = TRUE
)

Arguments

data	The training data for fitting the model
formula	A formula describing the model to be fitted
response.name	The name of the response variable. Vector of two if family = "binomial"
linear.name	The names of the variables to be used as linear predictors
smooth.name	The names of the variables to be used as smoothers
family	The family describing the error distribution and link function to be used in the model. A character string which can only be "gaussian" (default), "binomial", "poisson" or "cox". For family = "binomial", response can be a vector of two and for family="cox", weights must be provided (see details below).
linear.penalty	The penalty used on the linear predictors. Can be 0, 1 or 2
smooth.penalty	The penalty used on the smoothers. Can be 1 or 2
offset.name	The name of the offset variable. NULL (default) if not provided
weights.name	The name of the weights variable. NULL (default) if not provided. See Details of gamlasso.
num.knots	Number of knots for each smoothers. Can be a single integer (recycled for each smoother variable) or a vector of integers the same length as the number of smoothers.
num.iter	Number of iterations for the gamlasso loop
interactions	logical. Should interactions be included.
tolerance	Tolerance for covergence of the gamlasso loop
seed	The random seed can be specified for reproducibility. This is used for fitting the gam and lasso models, or fixed before each loop of gamlasso.
verbose	logical. Should there be "progress reports" printed to the console while fitting the model.

Value

See gamlasso

Examples

## Not recommended to use directly. Please see examples of gamlasso

plsmselect documentation built on Dec. 1, 2019, 1:11 a.m.