ncvsurv2: Inner function for MCP.Xie

In michaelyanwang/divideconquer: Divide-and-conquer adaptive lasso using least square approximation

Description

ncvsurv2 is a modified function of ncvsurv (to resolve the bug from lamNames)

Usage

ncvsurv2(X, y, penalty = c("MCP", "SCAD", "lasso"), gamma = switch(penalty,
  SCAD = 3.7, 3), alpha = 1, lambda.min = ifelse(n > p, 0.001, 0.05),
  nlambda = 100, lambda, eps = 1e-04, max.iter = 10000, convex = TRUE,
  dfmax = p, penalty.factor = rep(1, ncol(X)), warn = TRUE,
  returnX = FALSE, ...)

michaelyanwang/divideconquer documentation built on Aug. 16, 2019, 10:11 a.m.