Description Usage Arguments Value
View source: R/grouplassoLambdas.r
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
.
1 2 | grouplassoLambdas(data, index, family, weights, adaweights, min.frac = 0.05,
nlam = 20, type = "linear")
|
data |
list consisting of |
index |
vector indicating group membership for each column of |
weights |
vector of observations weights |
adaweights |
vector of adaptive group penalty multipliers (computed from the unpenalized coefficients) |
min.frac |
ratio of |
nlam |
how many lambdas to compute along the sequence from |
type |
string indicating the kind of regression model, defaults to |
vector of adaptive group lasso tuning parameters at which to compute the local LAGR coefficients
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