SICS: Fit phylogeny-regularized GLM with phylogeny-constraint...

In lichen-lab/SICS: Phylogeny-Constrained Regularization for Sparse Generalized Linear Models

Description

Fit a generalized linear model at grids of tuning parameter via penalized maximum likelihood. The regularization path is computed for a combination of sparse and smoothness penalty. The sparse penalty is MCP penalty and phylogeny-constraint smoothness penalty is derived from the phylogeny-induced correlation structure (C) based on patristic distance between OTU (D) in the form of C=exp(-2*pho*D). pho characterizes the evolutionary rate and performs phylogenetic grouping. Large pho groups OTUs into clusters at lower phylogenetic depth. The phylogeny-constraint smoothness penalty is in the form of beta^T*C^-1*beta. It has the advantage to encourage local smoothing by reducing the effects of distant OTUs. The estimator is called Sparse Inverse Correlation Srinkage Estimator (SICS).

Usage

SICS<-function(X,Y,D,family=c("gaussian","binomial"),phos=c(2^(c(seq(-5,5,length=5)))),lambda2=c(0,2^(seq(-5, 5, length=5))),sparsity=0.9, nfolds=5)

Arguments

X	Input matrix; each row is an observation vector.
Y	Response vector. Quantitative for family="gaussian" or binary(0/1) for family="binomial".
D	patristic distance between OTU.
family	Either "gaussian", "binomial", depending on the response.
pho	A user-specified sequence of pho values. pho characterizes the evolutionary rate and performs phylogenetic grouping. The default value is (0,2^(seq(-5, 5, length=5))).
lambda2	A user-specified sequence of lambda2 values.lambda2 is the tuning parameter for smoothness penalty. The default value is (0,2^(seq(-5, 5, length=5))).
nfolds	folds to perform cross-validation. Default value is 5.

Value

beta	A vector of fitted coefficients not include intercept

Author(s)

Li Chen <[e-mail]>, Jun Chen <[e-mail]>

lichen-lab/SICS documentation built on May 6, 2019, 7:18 a.m.