grouplasso_to_semipadd | R Documentation |
Convert output from grouplasso to the fitted functions of the semi-parametric additive model
grouplasso_to_semipadd(X, nonparm, groups, knots.list, emp.cent, QQ.inv, b)
X |
the matrix with the observed covariate values (including a column of ones for the intercept) |
nonparm |
a vector indicating for which covariates a nonparametric function is to be estimated |
groups |
a vector indicating to which group the entries of the coefficient vector |
knots.list |
a list of vectors with the knot locations for nonparametric effects |
emp.cent |
a list of vectors of the empirical basis function centerings |
QQ.inv |
the matrix with which to back-transform the group lasso coefficients |
b |
the group lasso coefficients |
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