R/get_fit_methods.r

In christineyuen/VSC: Variable selection by combining method fits (VSC)

get.fit.methods<-function(){
  fit.methods = c(lasso = lm.lasso.min,
                  elastic = lm.elastic.half,
                  relaxo = lm.relaxo,
                  mcp = lm.mcp,
                  scad = lm.scad
  )
  return (fit.methods.helper.add.name(fit.methods))
}

get.path.fit.methods<-function(){
  path.fit.methods = list(lasso = lm.lasso.path,
                          elastic = lm.elastic.half.path,
                          relaxo = lm.relaxo.path,
                          scad = lm.scad.path,
                          mcp = lm.mcp.path)
  return (fit.methods.helper.add.name(path.fit.methods))
}

## ----- helper function -----
fit.methods.helper.add.name<-function(fit.methods){
  for(fit.method.name in names(fit.methods)){
    fit.method = fit.methods[[fit.method.name]]
    attr(fit.method, "name") = fit.method.name
    fit.methods[[fit.method.name]] = fit.method
  }
  return (fit.methods)
}