sgee.control: Auxiliary for Controlling SGEE fitting

Description Usage Arguments Value Author(s)

View source: R/sgee.control.R


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.


sgee.control(maxIt = 200, epsilon = 0.05, stoppingThreshold = NULL,
  undoThreshold = 0.005, interceptLimit = NULL, stochastic = 1,
  sampleProb = NULL, reSample = 1, withReplacement = FALSE)



Maximum number of iterations of the stagewise algorithm to be executed. Default is 200.


Step size to be used when incrementing coefficient value(s) in each iteration. Default is 0.05.


An integer value that indicates the maximum number of allowed covariates in the model. Once the algorithm has reached the value of stoppingThreshold, the algorithm will stop without completing any remaining iterations. The number of covariates to be included cannot exceed the number of observations. The default value is typically the minimum of the number of covariates and the number of observations, minus 1 if an intercept is included.


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 undoThreshold), then the steps are repeated and the stepsize is reduced. A negative value for undoThreshold effectively prevents this step. undoThreshold should only be big enough to allow for some rounding error in steps and should be much smaller than the step size. Default value is 0.005.


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 interceptLimit, then this extendInt parameter is bypassed and a solution for the intercept estimating equation is sought out between negative interceptLimit and positive interceptLimit. The default value of NULL uses the extendInt functionality.


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.


A user provided value dictating the probability distribution for stochastic stagewise approaches. sampleProb can be provided as 1) a vector of fixed values of length equal to the resposne vector y, 2) a function that takes in a list of values (full list of values given in details) and returns a vector of length equal to the response vector y, or 3) the default value of NULL, which results in a uniform distribution


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.


a Logical value indicating if the subsampling in stochastic stagewise approaches should be done with or without replacement. Default values is FALSE.


A list containing all of the parameter values.


Gregory Vaughan

sgee documentation built on May 1, 2019, 7:10 p.m.