semipadd_to_grouplasso: Prepare inputs for grouplasso function when using it to fit a...

In gregorkb/semipadd2pop: Combine two data sets to fit semiparametric additive models

Prepare inputs for grouplasso function when using it to fit a semiparametric model

Description

Prepare inputs for grouplasso function when using it to fit a semiparametric model

Usage

semipadd_to_grouplasso(X, nonparm, d, xi, w = 1, lambda.beta = 1, lambda.f = 1)

Arguments

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
d	vector giving the dimensions the B-spline bases to be used when fitting the nonparametric effects. If a scalar is given, this dimension is used for all nonparametric effects.
xi	a tuning parameter governing the smoothness of the nonparametric estimates
w	covariate-specific weights for different penalization toward similarity for different covariates
lambda.beta	the level of sparsity penalization for the parametric effects
lambda.f	the level of sparsity penalization for the nonparametric effects

gregorkb/semipadd2pop documentation built on Oct. 2, 2022, 1:37 p.m.