susie_init_coef: Initialize a susie object using regression coefficients

Description Usage Arguments Value Examples

Description

Initialize a susie object using regression coefficients

Usage

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susie_init_coef(coef_index, coef_value, p)

Arguments

coef_index

An L-vector containing the the indices of the nonzero coefficients.

coef_value

An L-vector containing initial coefficient estimates.

p

A scalar giving the number of variables.

Value

A list with elements alpha, mu and mu2 to be used by susie.

Examples

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set.seed(1)
n = 1000
p = 1000
beta = rep(0,p)
beta[sample(1:1000,4)] = 1
X = matrix(rnorm(n*p),nrow = n,ncol = p)
X = scale(X,center = TRUE,scale = TRUE)
y = drop(X %*% beta + rnorm(n))

# Initialize susie to ground-truth coefficients.
s = susie_init_coef(which(beta != 0),beta[beta != 0],length(beta))
res = susie(X,y,L = 10,s_init=s)

susieR documentation built on Nov. 12, 2021, 5:07 p.m.