indepssCTPR: Independent ssCTPR based on summary statistics (a.k.a....

In yingxi-kaylee/ssCTPR: Cross-Trait Penalized Regression using Summary Statistics

Description

Independent ssCTPR based on summary statistics (a.k.a. soft-thresholding)

Usage

indepssCTPR(
  coef,
  adj,
  lambda = exp(seq(log(0.001), log(0.1), length.out = 20)),
  lambda_ct,
  thr = 1e-04,
  maxiter = 10000,
  trace = 1
)

Arguments

coef	vector/matrix of regression coefficients (r)
adj	vector of adjacency coefficients
lambda	a vector of λs
lambda_ct	a vector of λ_{ctp}s
thr	threshold to stop CD algorithm
maxiter	the maximum number of iterations
trace	controls the amount of output

Details

A function to find the minimum of β in

f(β)=β'β - 2β'r + 2λ||β||_1 + λ_{ct}||β-\s{t}||^{2}

where r is the vector of regression coefficients.

Value

A list with the length equal to the number of lambda_ct, each element of the list has teh following elements

lambda	Same as lambda in input
beta	A matrix of estimates of β

yingxi-kaylee/ssCTPR documentation built on Nov. 14, 2021, 5:24 a.m.