FSboost_normal: Normal non-kernel based Forward Stepwise boosted regression...

View source: R/FSboost_normal.R

FSboost_normalR Documentation

Normal non-kernel based Forward Stepwise boosted regression model.

Description

This function uses a non-kernel-based FS-boost framework to find causal effect sizes in regression Y = Xb + e where b is a sparse vector of coefficients. This is more a boosting method to find sparse solutions to b and not a fine-mapping driven method.

Usage

FSboost_normal(X, Y, M = 1000, Lmax = 5, LD = NULL, step = 0.05,
  stop_thresh = 1e-04, na.rm = FALSE, intercept = TRUE,
  standardize = TRUE, coverage = 0.95, clus_thresh = 0.1,
  nmf_try = 5, verbose = TRUE)

Arguments

X

The design matrix X (N times P) with samples/individuals along the rows and putatively correlated ordered features (SNPs) along the columns.

Y

The response vector of length N

M

The maximum number of boosting iterations to run. Default is 1000.

Lmax

The maximum number of local signal clusters fitted.

LD

The external LD matrix for the P features of interest. Defaults to NULL, in which case, in-sample LD is used.

step

The stepsize used in boosting iterations. Default set to 0.05.

stop_thresh

The stopping threshold (small number) for the objective function, when attained, the boosting iterations will stop automatically. Default is 0.1.

na.rm

Drop missing samples in y from both y and X inputs. Default set to FALSE.

intercept

Boolean; if there is an intercept in the model to fit. Defaults to TRUE.

standardize

Boolean; if the columns of X need to be standardized. Defaults to TRUE.

coverage

A number between 0 and 1 (close to 1) specifying the coverage of the estimated signal clusters. Default set to 0.95.

clus_thresh

A number between 0 and 1 (close to 0) that is used to filter out local signal clusters with depleted number of boosting iterations and high level of uniformity of signal. Default is set to 0.1.

nmf_try

The number of NMF initiializations to fix the confidence sets. Default is set to 5.

verbose

If verbose = TRUE, information about the objective and progress at each iteration of the kerne-based boosting procedure is returned.

min_abs_corr

Minimum of absolute value of correlation allowed in a credible set. The default, 0.5, corresponds to squared correlation of 0.25, which is a commonly used threshold for genotype data in genetics studies.

Value

A "fineboost" object with the following elements:

N
P
Lmax
beta

Y = Xb + e.

beta_path
weights_path
profile_loglik
obj_path
csets

kkdey/fineboostR documentation built on Jan. 1, 2023, 4:48 p.m.