fit_cpp: C++ function to fit interval censored models with elastic net...

Description Usage Arguments

View source: R/RcppExports.R

Description

This function is not meant to be called on it's own! Please use the iregnet function which includes data validation and pre-processing.

Usage

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fit_cpp(X, y, family, lambda_path, debug, out_status, intercept, alpha,
  scale_init, estimate_scale, unreg_sol, flag_standardize_x, max_iter,
  threshold, num_lambda, eps_lambda)

Arguments

X

Design matrix.

y

Output matrix in a 2 column format. NAs denote censoring.

family

String denoting the distribution to be fit.

lambda_path

Vector containing the path of hyper-parameter lambda values.

debug

Integer used for debugging during development. Unused otherwise.

out_status

Vector containing censoring status of each observation. If not provided, it will be calculated using the y matrix.

intercept

If true, intercept is to be fit. The first column of X must be 1s if intercept is true.

alpha

Hyper parameter for the elastic-net penalty.

scale_init

The initial value of scale to be used for the fit. If not provided, a value is calculated depending on the distribution.

estimate_scale

If true, scale is estimated. Else, the scale remains fixed at scale_init.

unreg_sol

If true, the last model fit will be unregularized, i.e., the final lambda value will be 0. Only used if lambda_path is not specified.

flag_standardize_x

If true, the design matrix X will column-wise standardized.

max_iter

Maximum number of iterations to allow for each model (lambda value) along the regularization path.

threshold

Convergence detected if absolute change in a coefficient is less than this value.

num_lambda

Number of lambda values to use in the regularization path. Only used if lambda_path is not specified.

eps_lambda

Ratio between the maximum and minimum values of lambda. Maximum value of lambda is calculated based on the distribution and the data. Only used if lambda_path is not specified.


anujkhare/iregnet documentation built on Aug. 23, 2019, 8:24 p.m.