grouplassoLambdas: Compute the lambdas (adaptive group lasso tuning parameters)...

Description Usage Arguments Value

View source: R/grouplassoLambdas.r

Description

Finds lambda.max, the smallest lambda that shrinks all the penalized groups to zero. The rest of the lambdas form a log-linear sequence from lambda.max to lambda.min = min.frac*lambda.max.

Usage

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grouplassoLambdas(data, index, family, weights, adaweights, min.frac = 0.05,
  nlam = 20, type = "linear")

Arguments

data

list consisting of x, a matrix of grouped lcoal covariates, and y, the vector of observed responses

index

vector indicating group membership for each column of x

weights

vector of observations weights

adaweights

vector of adaptive group penalty multipliers (computed from the unpenalized coefficients)

min.frac

ratio of lambda.max to lambda.min

nlam

how many lambdas to compute along the sequence from lambda.max to lambda.min

type

string indicating the kind of regression model, defaults to "linear"

Value

vector of adaptive group lasso tuning parameters at which to compute the local LAGR coefficients


wrbrooks/lagr documentation built on May 4, 2019, 11:59 a.m.