spike_and_slab_logistic_moretrees: Group spike and slab variable selection with Gaussian outcome
In IQSS/moretrees: Multi-Outcome Regression with Tree-Structured Shrinkage

Description Usage Arguments Details Value Model Description See Also

View source: R/spike_and_slab_logistic_moretrees.R

Here's a brief description. spike_and_slab_logistic_moretrees performs group variable selection via a spike and slab prior for binary data. The posterior is approximated via variational inference. This function returns the parameters of the variational approximation.

spike_and_slab_logistic_moretrees(
  dsgn,
  initial_values,
  random_init,
  tol,
  max_iter,
  update_hyper,
  update_hyper_freq,
  hyper_fixed,
  print_freq,
  hyper_random_init,
  vi_random_init
)

`tol`	Convergence tolerance for ELBO.
`update_hyper`	Update hyperparameters? Default = TRUE.
`update_hyper_freq`	How frequently to update hyperparameters. Default = every 10 iterations.
`y`	Integer vector of length n containing outcomes; 1 = success, 0 = failure.
`X`	Matrix of dimension n x sum(K), where n is the number of units, and K[g] is the number of variables in group g.
`W`	Matrix of non-sparse regression coefficients of dimension n x m
`model`	"ss" or "moretrees". If "ss", regular spike and slab variable selection is implemented. If "moretrees", the multi-outcome moretrees model is fitted.
`groups`	If model = "ss", groups is a list of length G (number of groups), where groups[[g]] is an integer vector specifying the columns of X that belong to group g. NULL if model = "moretrees".
`outcomes_units:`	If model = "moretrees", outcomes_units is a list of length equal to the number of unique outcomes. Each element of the list is an integer vector indicating which units (entries of y_reord, rows of X_reord) correspond to each outcomes. NULL if model = "ss".
`outcomes_nodes:`	If model = "moretrees", outcomes_nodes is a list of length equal to the number of unique nodes. Each element of the list is an integer vector indicating which outcomes/leaves are descendants of each node. NULL if model = "ss".
`ancestors`	If model = "moretrees", ancestors ia list of length equal to the number of unique outcomes. Each element of the list is an integer vector indicating which nodes on the tree (including leaves) are ancestors of the corresponding outcome. NULL if model = "ss".
`maxiter`	Maximum number of iterations of the VI algorithm.