xtilde_mod: Calculate working X's to update Betas

In sahirbhatnagar/shim: High Dimensional Interactions with an Environment Variable

Description

function used to calculate working X's (xtilde) in step 4 of algorithm

Usage

xtilde_mod(interaction.names, data.main.effects, beta.main.effects,
  gamma.interaction.effects)

Arguments

interaction.names	character vector of interaction names. must be separated by a ':' (e.g. x1:x2)
data.main.effects	data frame or matrix containing the main effects data
beta.main.effects	data frame or matrix containing the coefficients of main effects
gamma.interaction.effects	data frame or matrix containing the gamma parameters

Value

matrix of working X's (xtilde) of dimension n x (p*(p-1)/2)

Note

this function is a modified x_tilde for step 4 because we thought maybe there was a typo. Math and results suggests that there is a typo in the original paper.

sahirbhatnagar/shim documentation built on May 29, 2019, 12:59 p.m.