oneDim_allowcov: Sparse Group Lasso Optimization

In seonjoo/smm: Sparse Mediation For High-Dimensional Mediators

Description

Sparse Group Lasso Optimization

Usage

oneDim_allowcov(
  data,
  index,
  thresh = 1e-04,
  nlam = 20,
  lambdas = NULL,
  group.penalty.factor = rep(1, length(unique(index))),
  penalty.factor = rep(1, ncol(data$x)),
  beta.naught = rep(0, ncol(data$x)),
  inner.iter = 100,
  outer.iter = 100,
  outer.thresh = 1e-04,
  gamma = 0.8,
  step = 1,
  reset = 10,
  alpha = 0.95,
  min.frac = 0.05,
  verbose = FALSE
)

seonjoo/smm documentation built on Feb. 11, 2021, 5:54 a.m.