prepare.args.sgldata: Prepare sgl function arguments

In sglOptim: Generic Sparse Group Lasso Solver

Description

Prepare sgl function arguments using sgldata.

Usage

## S3 method for class 'sgldata'
prepare.args(data, parameterGrouping = NULL,
  groupWeights = NULL, parameterWeights = NULL,
  parameterNames = NULL, alpha, test_data = NULL, ...)

Arguments

data	a sgldata object
parameterGrouping	grouping of parameters, a vector of length p. Each element of the vector specifying the group of the parameters in the corresponding column of β.
groupWeights	the group weights, a vector of length length(unique(parameterGrouping)) (the number of groups).
parameterWeights	a matrix of size q \times p, that is the same dimension as β.
parameterNames	dim-names of parameters, if NULL dimnames(parameterWeights) will be used.
alpha	the α value 0 for group lasso, 1 for lasso, between 0 and 1 gives a sparse group lasso penalty.
test_data	optional test data to be prepared (a sgldata object)
...	not used

Author(s)

Martin Vincent

See Also

Other sgldata: add_data.sgldata, create.sgldata, prepare.args, prepare_data, rearrange.sgldata, subsample.sgldata

sglOptim documentation built on May 8, 2019, 1:02 a.m.