mcl_step: mcl_step

Description Usage Arguments Value

Description

Calculates MCL coefficient estimates over a grid of (lam1, lam2) pairs

Usage

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mcl_step(Z, W, y, mu = 1, groups, step = 0.1, lam.seq = NULL,
  lam.max = NULL, nlam = c(10, 10), min.frac = 0.1, maxit = 10000,
  thresh = 1e-04, std = TRUE, verbose = FALSE)

Arguments

Z

Otu matrix at group level

W

Otu matrix within groups

y

Outcome vector

mu

Lagrange scaling parameter; default 1

groups

Vector of group membership per feature

step

Step-size; default 0.1

lam.seq

Sequence of lambda values; default NULL

lam.max

Maximum lambda value; default NULL

nlam

Vector of length 2 indicating number of lambda values to test for lam1 and lam2; default (10, 10)

min.frac

Fraction of max.lam that the minimum lambda value should be; default 0.01

maxit

Maximum number of iterations; default 10000

thresh

Threshold for convergence; default 0.0001

std

Logical indicating whether data should be standardized; default TRUE

verbose

Print lambdas as indicator of progress?; default FALSE

Value

List with intercept vector, beta matrix (q x (nlam1 x nlam2)), gamma matrix (p x (nlam1 x nlam2)), lambda sequence (list: lam1, lam2)


aplantin/MCL documentation built on May 25, 2019, 2:26 p.m.