TRICEP_mean: Run TRICEP/BICEP for a vector mean.

Description Usage Arguments

Description

Run TRICEP/BICEP for a vector mean.

Usage

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TRICEP_mean(beta_test, X, F_reparam = NULL, s_hat_reparam = NULL,
  prox_fun = NULL, detect_outlier = F, q = NULL, reuse_delta = F,
  prox_fun_arg = list(), wts_init = NULL, vary_penalty = c("RB", "RB2",
  "none"), RB_mu = 10, RB_tau = 2, RB2_ksi = 2, outer_eps = 1e-08,
  outer_rel_eps = 1e-04, dual_step = 2, outer_maxit = 1000,
  wts_beta_rep = 1, outer_tol_type = c("primal_dual", "fval", "primal"),
  outlier_loop_arg = optim_outlier_control(),
  mirror_arg = optim_mirror_control(line_search = T),
  prox_optim_arg = optim_prox_control(), verbose = F)

Arguments

beta_test

a vector of candidate test values.

X

a design matrix with observations in rows and variables in columns.

F_reparam

the F matrix for the affine reparameterization.

s_hat_reparam

the s vector for the affine reparameterization.

prox_fun

a proximal operator. This should be an R object.

detect_outlier

a boolean indicating whether an REL update should be run to detect outliers.

q

the number of detected outliers (only valid if detect_outlier = T). The default is floor(.05 * n).

reuse_delta

use the last estimate of delta in the current outer loop iteration.

prox_fun_arg

a list of arguments passed to prox_fun.

wts_init

an initial guess for the weights vector. Default is 1/n.

vary_penalty

a string specifying the type of penalty variation.

RB_mu

the mu parameter for the residual balancing scheme.

RB_tau

the tau parameter for the residual balancing scheme.

RB2_ksi

the ksi parameter for the RB2 scheme.

outer_eps

absolute tolerance required for outer loop convergence.

outer_rel_eps

relative tolerance required for outer loop convergence.

dual_step

initial penalty parameter.

outer_maxit

maximum number of outer loop iterations.

wts_beta_rep

the number of repetitions of the block coordinate descent update within each outer loop iteration.

outer_tol_type

the type of tolerance check for the outer loop.

outlier_loop_arg

control arguments passed to the delta optimization; see optim_outlier_control.

mirror_arg

control arguments passed to the mirror descent optimization; see optim_mirror_control.

prox_optim_arg

a list of control arguments passed to the proximal gradient descent update for prox_fun; see optim_prox_control.

verbose

a boolean to allow console output.


hoangtt1989/BICEP documentation built on May 28, 2019, 3:37 p.m.