cgpaths: Get a solution path for the CG model

View source: R/GroupLassoHurdle.R

cgpathsR Documentation

Get a solution path for the CG model

Description

Get a solution path for the CG model

Usage

cgpaths(
  y.zif,
  this.model,
  Blocks = Block(this.model),
  nodeId = NA_character_,
  nlambda = 50,
  lambda.min.ratio = if (length(y.zif) < ncol(this.model)) 0.005 else 0.05,
  lambda,
  penaltyFactor = "full",
  control = list(tol = 0.005, maxrounds = 300, debug = 1),
  theta
)

Arguments

y.zif

(zero-inflated) response

this.model

model matrix used for both discrete and continuous linear predictors

Blocks

output from Block giving the grouping/scaling for the penalization.

nodeId

optional labels for the nodes. will be used to stitch to

nlambda

if 'lambda' is not provided, then the number of lambda to interpolate between

lambda.min.ratio

if 'lambda' is not provided, then the left end of the solution path as a function of the lambda0, the lambda for the empty model

lambda

penalty path desired

penaltyFactor

one of 'full', 'diagonal' or 'identity' giving how the penalty should be scaled blockwise

control

optimization control parameters

theta

(optional) initial guess for parameter

Value

matrix of parameters, one row per lambda


amcdavid/HurdleNormal documentation built on May 14, 2022, 11:12 p.m.