VariSel: Description of the function

In Marie-PerrotDockes/VariSel: Perform variable selection for different model types

Description

Description of the function

Description of the function

Value

The coefficients of the fused lasso ANCOVA for the different value of lambda

Methods

Public methods

• VariSel$new()

• VariSel$estime()

• VariSel$predict()

• VariSel$get_coef()

• VariSel$plot_path()

• VariSel$plot_error()

• VariSel$plot_BIC()

• VariSel$plot_coef()

• VariSel$ROC()

• VariSel$plot_anime()

• VariSel$plot_cv()

• VariSel$clone()

---

Method new()

Usage

VariSel$new(
  x,
  y,
  univ = TRUE,
  Sigma_12inv = diag(1, ncol(as.data.frame(y))),
  sepy = "__",
  sepx = NULL
)

---

Method estime()

Usage

VariSel$estime()

---

Method predict()

Usage

VariSel$predict(new_x, lambda = NULL, ...)

Arguments

lambda

if the user wants to use it owns values of lambdas

---

Method get_coef()

Usage

VariSel$get_coef()

---

Method plot_path()

Usage

VariSel$plot_path(type = "first", nb = 6)

---

Method plot_error()

Usage

VariSel$plot_error(print = TRUE)

---

Method plot_BIC()

Usage

VariSel$plot_BIC(print = TRUE)

---

Method plot_coef()

Usage

VariSel$plot_coef(tresh, sel = colnames(private$y))

---

Method ROC()

Usage

VariSel$ROC(b)

---

Method plot_anime()

Usage

VariSel$plot_anime(name_pos = NULL, num_max = 30)

---

Method plot_cv()

Usage

VariSel$plot_cv(sel = colnames(private$y), s = "lambda.min")

---

Method clone()

The objects of this class are cloneable with this method.

Usage

VariSel$clone(deep = FALSE)

Arguments

deep

Whether to make a deep clone.

Examples

B <- c(1, -1, 1.5, 1.5, rep(0, 6), 2, 0, 2, 0)
group <- c(rep('M1', 10), rep('M2', 10))
regressors <- matrix(rnorm(6*20), ncol = 6)
X  <- model.matrix(~group + group:regressors - 1)
y <- X%*%B + rnorm(20)
y <- scale(y)
mod <- fl2(y, regressors, group)
colors <- c(rep("grey",2), rep('green',2),rep('black', 6), rep(c("orange","blue"), 2), 'darkgreen', rep('yellow',3), rep('purple',2))
matplot(mod$lambda ,t(mod$beta),type='l',col=colors)

Marie-PerrotDockes/VariSel documentation built on May 7, 2020, 1:09 a.m.