Description Usage Arguments Value Author(s) Examples
Adaptive SCADNet
1 2 3 4 5 6  asnet(x, y, family = c("gaussian", "binomial", "poisson", "cox"),
init = c("snet", "ridge"), gammas = 3.7, alphas = seq(0.05, 0.95,
0.05), tune = c("cv", "ebic", "bic", "aic"), nfolds = 5L,
ebic.gamma = 1, scale = 1, eps = 1e04, max.iter = 10000L,
penalty.factor.init = rep(1, ncol(x)), seed = 1001,
parallel = FALSE, verbose = FALSE)

x 
Data matrix. 
y 
Response vector if 
family 
Model family, can be 
init 
Type of the penalty used in the initial
estimation step. Can be 
gammas 
Vector of candidate 
alphas 
Vector of candidate 
tune 
Parameter tuning method for each estimation step.
Possible options are 
nfolds 
Fold numbers of crossvalidation when 
ebic.gamma 
Parameter for Extended BIC penalizing
size of the model space when 
scale 
Scaling factor for adaptive weights:

eps 
Convergence threshhold to use in SCADnet. 
max.iter 
Maximum number of iterations to use in SCADnet. 
penalty.factor.init 
The multiplicative factor for the penalty
applied to each coefficient in the initial estimation step. This is
useful for incorporating prior information about variable weights,
for example, emphasizing specific clinical variables. To make certain
variables more likely to be selected, assign a smaller value.
Default is 
seed 
Random seed for crossvalidation fold division. 
parallel 
Logical. Enable parallel parameter tuning or not,
default is FALSE. To enable parallel tuning, load the

verbose 
Should we print out the estimation progress? 
List of model coefficients, ncvreg
model object,
and the optimal parameter set.
Nan Xiao <https://nanx.me>
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18  dat < msaenet.sim.gaussian(
n = 150, p = 500, rho = 0.6,
coef = rep(1, 5), snr = 2, p.train = 0.7,
seed = 1001
)
asnet.fit < asnet(
dat$x.tr, dat$y.tr,
alphas = seq(0.2, 0.8, 0.2), seed = 1002
)
print(asnet.fit)
msaenet.nzv(asnet.fit)
msaenet.fp(asnet.fit, 1:5)
msaenet.tp(asnet.fit, 1:5)
asnet.pred < predict(asnet.fit, dat$x.te)
msaenet.rmse(dat$y.te, asnet.pred)
plot(asnet.fit)

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