make_basis_list: Sort Basis Functions

In jeremyrcoyle/mangolassi: The Scalable Highly Adaptive Lasso

Sort Basis Functions

Description

Build a sorted list of unique basis functions based on columns, where each basis function is a list

Usage

make_basis_list(X_sub, cols, order_map)

Arguments

X_sub	A subset of the columns of X, the original design matrix.
cols	An index of the columns that were reduced to by sub-setting.
order_map	A vector with length the original unsubsetted matrix X which specifies the smoothness of the function in each covariate.

Details

Note that sorting of columns is performed such that the basis order equals cols.length() and each basis function is a list(cols, cutoffs).

jeremyrcoyle/mangolassi documentation built on Nov. 22, 2024, 10:14 a.m.