iterate: Iterate a genlasso object

In glmgen/genlasso: Path Algorithm for Generalized Lasso Problems

Iterate a genlasso object

Description

Given an incomplete genlasso path object, this function continues the path computation from the last computed knot, either until the complete path has been computed or the step limit specified by moresteps has been reached. All options are assumed to be the same as those in the initial call to a genlasso function (as in genlasso, fusedlasso, or trendfilter), with the exception of minlam and verbose, which can be changed with a call to iterate.

Usage

iterate(object, moresteps=200, minlam=0, verbose=FALSE)

Arguments

object	a genlasso object with an incomplete path.
moresteps	an integer specifying the number of additional steps to take, starting from termination point of the passed (incomplete) path object.
minlam	a numeric variable indicating the value of lambda at which the path should terminate. Default is 0.
verbose	a logical variable indicating if progress should be reported after each knot in the path.

Value

Returns an list of the same class typing and same structure as the passed object.

See Also

genlasso, trendfilter, fusedlasso

Examples

  # Sparse 2d fused lasso
  library(genlasso)
  set.seed(1)
  dim1 = dim2 = 10
  n = 100
  y = as.numeric(row(diag(dim1)) > 5 & col(diag(dim2)) > 5) * 3 + rnorm(n)

  a10 = fusedlasso2d(y, dim1=dim1, dim2=dim2, gamma=0.5, maxsteps=10)
  a20 = fusedlasso2d(y, dim1=dim1, dim2=dim2, gamma=0.5, maxsteps=20)
  a30 = fusedlasso2d(y, dim1=dim1, dim2=dim2, gamma=0.5, maxsteps=30)
  b20 = iterate(a10, moresteps=10)
  b30 = iterate(b20, moresteps=10)

  # Check for equality; should match on all but 'call'
  b20$call = a20$call
  b30$call = a30$call
  all.equal(target=a20, current=b20)
  all.equal(target=a30, current=b30)

glmgen/genlasso documentation built on Jan. 2, 2023, 7:01 a.m.