get_penalties: Helper function to help set up penalties

In petersonR/sparseR: Variable Selection under Ranked Sparsity Principles for Interactions and Polynomials

Helper function to help set up penalties

Description

Helper function to help set up penalties

Usage

get_penalties(
  varnames,
  poly,
  poly_prefix = "poly_",
  int_sep = "\\:",
  pool = FALSE,
  gamma = 0.5,
  cumulative_k = FALSE,
  cumulative_poly = TRUE
)

Arguments

varnames	names of the covariates in the model matrix
poly	max polynomial considered
poly_prefix	what comes before the polynomial specification in these varnames?
int_sep	What denotes the multiplication for interactions?
pool	Should polynomials and interactions be pooled?
gamma	How much should the penalty increase with group size (0.5 assumes equal contribution of prior information)
cumulative_k	Should penalties be increased cumulatively as order interaction increases? (only used if !pool)
cumulative_poly	Should penalties be increased cumulatively as order polynomial increases? (only used if !pool)

Details

This is primarily a helper function for sparseR, but it may be useful if doing the model matrix set up by hand.

Value

a list of relevant information for the variables, including:

penalties	the numeric value of the penalties
vartype	Variable type (main effect, order k interaction, etc)
varname	names of variables

petersonR/sparseR documentation built on April 17, 2025, 11:41 p.m.