Description Usage Arguments Examples
Checks the sparsity levels are correct and returns corresponding alpha values. Alpha values should add to one. The values correspond to the percentage of penalty put on each of the penalised terms in the sgspls penalty. Current implementation forces some penalisation on the group component.
1 | get_alphas(indiv_sparsity, subgroup_sparsity)
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indiv_sparsity |
matrix of values between 0 and 1 for the individual sparsity penalty per component |
subgroup_sparsity |
matrix of values between 0 and 1 for the subgroup sparsity penalty per component |
1 2 | # Return the alphas used for the required sparsities
get_alphas(indiv_sparsity = c(0.4,0), subgroup_sparsity = c(0.2,1))
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