susie_init_coef: Initialize a susie object using regression coefficients

In susieR: Sum of Single Effects Linear Regression

Initialize a susie object using regression coefficients

Description

Initialize a susie object using regression coefficients

Usage

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

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 March 7, 2023, 6:11 p.m.