makepen: Make penalty

In AnderWilson/regimes: Regression in Multivariate Exposure Settings

Make penalty

Description

This function computes the penalty weights (omega) for each covaraite.

Usage

makepen(Z, C, pen.type = "eigen")

Arguments

Z	Matrix of exposures including interactions.
C	A n x p matrix of covaraites.
pen.type	Choice of penalty. The default is "eigen." Other options are "correlation" and "projection."

Examples

dat_acpme1 <- simregimes(scenario="acpme1", seed=1234, n=200, p=100)
omega <- makepen(Z=scale(dat_acpme1$Z),C=scale(dat_acpme1$C))
par(mfrow=c(2,1))
plot(omega$omega)
pr <- exp(omega$omega*omega$lambda)/(1+exp(omega$omega*omega$lambda))
plot(pr)

AnderWilson/regimes documentation built on Aug. 5, 2023, 8:30 a.m.