Description Usage Arguments Value Author(s)
Auxiliary function for sgee
fitting functions. Specifies
parameters used by all sgee
fitting functions in terms
of the path generation; i.e. step size epsilon
, maximum number of
iterations maxIt
, and the threshold for premature stopping
stoppingthreshold
.
1 2 3 | sgee.control(maxIt = 200, epsilon = 0.05, stoppingThreshold = NULL,
undoThreshold = 0.005, interceptLimit = NULL, stochastic = 1,
sampleProb = NULL, reSample = 1, withReplacement = FALSE)
|
maxIt |
Maximum number of iterations of the stagewise algorithm to be executed. Default is 200. |
epsilon |
Step size to be used when incrementing coefficient value(s) in each iteration. Default is 0.05. |
stoppingThreshold |
An integer value that indicates the maximum number
of allowed covariates in the model. Once the algorithm has reached the value
of |
undoThreshold |
A small value used to determine if consecutive
steps are sufficiently different. If consecutive steps effectively undo each
other (as indicated by having a sum with an absolute value less than
|
interceptLimit |
sgee functions make use of the extendInt parameter
of uniroot to estimate the intercept in each iteration. This parameter
was recently implemented and thus may cause issues with older versions of R.
If a value is given for |
stochastic |
A numeric value between 0 (exclusive) and 1 (inclusive) to indicate what proportion of the data should be subsampled in the stochastic implementation of stagewise approached. The default value of 1 implements the standard deterministic approach where no subsampling is done. |
sampleProb |
A user provided value dictating the
probability distribution for stochastic stagewise approaches.
|
reSample |
Parameter indicating how frequently a subsample is collected in stochastic stagewise approaches. If reSample == 1 then a subsample is collected every iteration,if reSample == 2 a subsample is collected every two (i.e every other) iteration. If reSample == 0, (the default value) then a subsample is only collected once before any iterations have been done. |
withReplacement |
a Logical value indicating if the subsampling in
stochastic stagewise approaches should be done with or without replacement.
Default values is |
A list containing all of the parameter values.
Gregory Vaughan
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