set.seed(1234)
x_origin <- matrix(rnorm(50*500),50,500)
x_m1 <- x_origin
x_m1[1:10, 76:200] <- NA
pl_m1 <- prioritylasso(X = x_m1,
Y = rnorm(50),
family = "gaussian",
type.measure = "mse",
blocks = list(block1=1:75, block2=76:200, block3=201:500),
block1.penalization = TRUE,
lambda.type = "lambda.1se",
standardize = TRUE,
nfolds = 5,
# handle.missingdata = "ignore")
mcontrol = missing.control(handle.missingdata = "impute.offset"))
set.seed(1234)
pl_m1b <- prioritylasso(X = x_m1,
Y = rnorm(50),
family = "gaussian",
type.measure = "mse",
blocks = list(block1=1:75, block2=76:200, block3=201:500),
block1.penalization = TRUE,
lambda.type = "lambda.min",
standardize = TRUE,
nfolds = 5,
handle.missingdata = "ignore")
x_m2 <- x_origin
x_m2[1:10, 201:500] <- NA
set.seed(1234)
pl_m2 <- prioritylasso(X = x_m2,
Y = rnorm(50),
family = "gaussian",
type.measure = "mse",
blocks = list(block1=1:75, block2=76:200, block3=201:500),
block1.penalization = TRUE,
lambda.type = "lambda.1se",
standardize = TRUE,
nfolds = 5,
handle.missingdata = "ignore")
set.seed(1234)
pl_m2b<- prioritylasso(X = x_m2,
Y = rnorm(50),
family = "gaussian",
type.measure = "mse",
blocks = list(block1=1:75, block2=76:200, block3=201:500),
block1.penalization = TRUE,
lambda.type = "lambda.min",
standardize = TRUE,
nfolds = 5,
handle.missingdata = "ignore")
x_m3 <- x_origin
x_m3[1:10, 76:200] <- NA
x_m3[11:20, 201:500] <- NA
set.seed(1234)
pl_m3 <- prioritylasso(X = x_m3,
Y = rnorm(50),
family = "gaussian",
type.measure = "mse",
blocks = list(block1=1:75, block2=76:200, block3=201:500),
block1.penalization = TRUE,
lambda.type = "lambda.1se",
standardize = TRUE,
nfolds = 5,
handle.missingdata = "ignore")
set.seed(1234)
pl_m3b <- prioritylasso(X = x_m3,
Y = rnorm(50),
family = "gaussian",
type.measure = "mse",
blocks = list(block1=1:75, block2=76:200, block3=201:500),
block1.penalization = TRUE,
lambda.type = "lambda.min",
standardize = TRUE,
nfolds = 5,
handle.missingdata = "ignore")
x_m7 <- x_origin
x_m7[1:10, 1:75] <- NA
set.seed(1234)
pl_m7 <- prioritylasso(X = x_m7,
Y = rnorm(50),
family = "gaussian",
type.measure = "mse",
blocks = list(block1=1:75, block2=76:200, block3=201:500),
block1.penalization = TRUE,
lambda.type = "lambda.1se",
standardize = TRUE,
nfolds = 5,
handle.missingdata = "ignore")
set.seed(1234)
pl_m7b <- prioritylasso(X = x_m7,
Y = rnorm(50),
family = "gaussian",
type.measure = "mse",
blocks = list(block1=1:75, block2=76:200, block3=201:500),
block1.penalization = TRUE,
lambda.type = "lambda.min",
standardize = TRUE,
nfolds = 5,
handle.missingdata = "ignore")
x_m8 <- x_origin
x_m8[1:10, 1:75] <- NA
x_m8[11:20, 76:200] <- NA
x_m8[21:30, 201:500] <- NA
set.seed(1234)
pl_m8 <- prioritylasso(X = x_m8,
Y = rnorm(50),
family = "gaussian",
type.measure = "mse",
blocks = list(block1=1:75, block2=76:200, block3=201:500),
block1.penalization = TRUE,
lambda.type = "lambda.1se",
standardize = TRUE,
nfolds = 5,
handle.missingdata = "ignore")
set.seed(1234)
pl_m8b <- prioritylasso(X = x_m8,
Y = rnorm(50),
family = "gaussian",
type.measure = "mse",
blocks = list(block1=1:75, block2=76:200, block3=201:500),
block1.penalization = TRUE,
lambda.type = "lambda.min",
standardize = TRUE,
nfolds = 5,
handle.missingdata = "ignore")
x_m4 <- x_origin
x_m4[1:10, 16:200] <- NA
set.seed(1234)
pl_m4 <- prioritylasso(X = x_m4,
Y = rnorm(50),
family = "gaussian",
type.measure = "mse",
blocks = list(block1=1:15, block2=16:200, block3=201:500),
block1.penalization = FALSE,
lambda.type = "lambda.1se",
standardize = TRUE,
nfolds = 5,
handle.missingdata = "ignore")
set.seed(1234)
pl_m4b <- prioritylasso(X = x_m4,
Y = rnorm(50),
family = "gaussian",
type.measure = "mse",
blocks = list(block1=1:15, block2=16:200, block3=201:500),
block1.penalization = FALSE,
lambda.type = "lambda.min",
standardize = TRUE,
nfolds = 5,
handle.missingdata = "ignore")
x_m5 <- x_origin
x_m5[1:10, 201:500] <- NA
set.seed(1234)
pl_m5 <- prioritylasso(X = x_m5,
Y = rnorm(50),
family = "gaussian",
type.measure = "mse",
blocks = list(block1=1:15, block2=16:200, block3=201:500),
block1.penalization = FALSE,
lambda.type = "lambda.1se",
standardize = TRUE,
nfolds = 5,
handle.missingdata = "ignore")
set.seed(1234)
pl_m5b <- prioritylasso(X = x_m5,
Y = rnorm(50),
family = "gaussian",
type.measure = "mse",
blocks = list(block1=1:15, block2=16:200, block3=201:500),
block1.penalization = FALSE,
lambda.type = "lambda.min",
standardize = TRUE,
nfolds = 5,
handle.missingdata = "ignore")
x_m6 <- x_origin
x_m6[1:10, 16:200] <- NA
x_m6[11:20, 201:500] <- NA
set.seed(1234)
pl_m6 <- prioritylasso(X = x_m6,
Y = rnorm(50),
family = "gaussian",
type.measure = "mse",
blocks = list(block1=1:15, block2=16:200, block3=201:500),
block1.penalization = FALSE,
lambda.type = "lambda.1se",
standardize = TRUE,
nfolds = 5,
handle.missingdata = "ignore")
set.seed(1234)
pl_m6b <- prioritylasso(X = x_m6,
Y = rnorm(50),
family = "gaussian",
type.measure = "mse",
blocks = list(block1=1:15, block2=16:200, block3=201:500),
block1.penalization = FALSE,
lambda.type = "lambda.min",
standardize = TRUE,
nfolds = 5,
handle.missingdata = "ignore")
x_m9 <- x_origin
x_m9[1:10, 1:15] <- NA
set.seed(1234)
pl_m9 <- prioritylasso(X = x_m9,
Y = rnorm(50),
family = "gaussian",
type.measure = "mse",
blocks = list(block1=1:15, block2=16:200, block3=201:500),
block1.penalization = FALSE,
lambda.type = "lambda.1se",
standardize = TRUE,
nfolds = 5,
handle.missingdata = "ignore")
set.seed(1234)
pl_m9b <- prioritylasso(X = x_m9,
Y = rnorm(50),
family = "gaussian",
type.measure = "mse",
blocks = list(block1=1:15, block2=16:200, block3=201:500),
block1.penalization = FALSE,
lambda.type = "lambda.min",
standardize = TRUE,
nfolds = 5,
handle.missingdata = "ignore")
x_m10 <- x_origin
x_m10[1:10, 1:15] <- NA
x_m10[11:20, 16:200] <- NA
x_m10[21:30, 201:500] <- NA
set.seed(1234)
pl_m10 <- prioritylasso(X = x_m10,
Y = rnorm(50),
family = "gaussian",
type.measure = "mse",
blocks = list(block1=1:15, block2=16:200, block3=201:500),
block1.penalization = FALSE,
lambda.type = "lambda.1se",
standardize = TRUE,
nfolds = 5,
handle.missingdata = "ignore")
set.seed(1234)
pl_m10b <- prioritylasso(X = x_m10,
Y = rnorm(50),
family = "gaussian",
type.measure = "mse",
blocks = list(block1=1:15, block2=16:200, block3=201:500),
block1.penalization = FALSE,
lambda.type = "lambda.min",
standardize = TRUE,
nfolds = 5,
handle.missingdata = "ignore")
set.seed(4973)
# generate test data with different variances (and mean)
train_data <- cbind(matrix(rnorm(200 * 50), nrow = 200, ncol = 50),
matrix(rnorm(200 * 50), nrow = 200, ncol = 50),
matrix(rnorm(200 * 50), nrow = 200, ncol = 50))
# take the first variables (of each sd version) to have an influence on the
# outcome
train_y <- train_data[, c(1:2)] %*%
matrix(c(10, -9), ncol = 1) +
train_data[, 51:60] %*%
matrix(c(1, -1, 2, -2, 2.5, 1.5, -1.5, 6, -2, 3), ncol = 1) +
train_data[, c(101:105)] %*%
matrix(c(0.5, 2, -4.8, 2, 7), ncol = 1) +
matrix(rnorm(200), ncol = 1)
# delete some covariables
train_data[1:10, 1:50] <- NA
train_data[11:20, 51:100] <- NA
train_data[21:30, 101:150] <- NA
set.seed(1234)
pl_m11 <- prioritylasso(X = train_data,
Y = train_y,
family = "gaussian",
type.measure = "mse",
blocks = list(block1 = 1:50, block2 = 51:100, block3 = 101:150),
block1.penalization = TRUE,
lambda.type = "lambda.1se",
standardize = TRUE,
nfolds = 5,
mcontrol = missing.control(handle.missingdata = "impute.offset"))
# this should produce an error
train_data_2 <- train_data
train_data_2[11:20, 101:150] <- NA
pl_m11b <- prioritylasso(X = train_data_2,
Y = train_y,
family = "gaussian",
type.measure = "mse",
blocks = list(block1 = 1:50, block2 = 51:100, block3 = 101:150),
block1.penalization = TRUE,
lambda.type = "lambda.1se",
standardize = TRUE,
nfolds = 5,
mcontrol = missing.control(handle.missingdata = "impute.offset"))
################################################################################
# test use of 0 or intercept for handle.missingdata = ignore
pl_m12 <- prioritylasso(X = train_data,
Y = train_y,
family = "gaussian",
type.measure = "mse",
blocks = list(block1 = 1:50, block2 = 51:100, block3 = 101:150),
block1.penalization = TRUE,
lambda.type = "lambda.1se",
standardize = TRUE,
nfolds = 5,
mcontrol = missing.control(handle.missingdata = "ignore"))
pl_m12b <- prioritylasso(X = train_data,
Y = train_y,
family = "gaussian",
type.measure = "mse",
blocks = list(block1 = 1:50, block2 = 51:100, block3 = 101:150),
block1.penalization = FALSE,
lambda.type = "lambda.1se",
standardize = TRUE,
nfolds = 5,
mcontrol = missing.control(handle.missingdata = "ignore",
offset.firstblock = "intercept"))
pl_m12c <- prioritylasso(X = train_data,
Y = train_y,
family = "gaussian",
type.measure = "mse",
blocks = list(block1 = 1:50, block2 = 51:100, block3 = 101:150),
block1.penalization = TRUE,
lambda.type = "lambda.1se",
standardize = TRUE,
nfolds = 5,
mcontrol = missing.control(handle.missingdata = "ignore",
offset.firstblock = "intercept"))
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