noteargis: Learning a sparse DAG with Grouped Variables

Description Usage Arguments Value

View source: R/noteargis.R

Description

Learning a sparse DAG with Grouped Variables

Usage

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noteargis(
  data_input,
  data_type = c("c", "m"),
  n_resps_by_node = NULL,
  intcpt = NULL,
  lambdas = NULL,
  n_lams = NULL,
  admm_args = admm_arg_ctrl(),
  add_stop_rule = TRUE,
  fac_grp_lasso = FALSE,
  verbose = FALSE,
  fit_hist = FALSE
)

Arguments

data_input

a data.frame with attributes data_type and either n_levels or n_grp_elmts. Check NOTEARGIS::gen_data for details.

data_type

a character vector, elements consist of either "c" or "m" indicating continuous variable and multinomial response, respectively.

n_resps_by_node

positive integers vector, a list of numbers of elements for each group or numbers of levels for each multinomial variable.

intcpt

intercept terms will be included if "always" and will be excluded if "none".

lambdas

a double vector, user specified tuning parameter sequence. Typical usage is to have the function compute its own list of tuning parameters based on n_lams (and internal function gen_lambdas). Do not recommend to supply this argument. Default is NA.

n_lams

a positive integer, the number of seuqences of tuning parameters. Default is 30.

admm_args

a list of value, to customize the several arguments for ADMM algorithm. See ?admm_arg_ctrl for details.

add_stop_rule

a logical scalar, if add_stop_rule = TRUE, the function will stop proceed fitting if the number of estimated edges are larger than 3*n_nodes. Default is TRUE.

fac_grp_lasso

a logical scalar, if fac_grp_lasso = TRUE, square-root of number of parameters will be considered as the multiplied factor in the group lasso update. Default is FALSE.

verbose

a logical scalar, if verbose = TRUE you can see fitting status message in the console window. Default is FALSE.

fit_hist

a logical scalar, if verbose = TRUE function returns all the parameters at each step of the ADMM loop. Do not recommend. Default is FALSE.

Value

An object with S3 class "noteargis"

A_est_by_lam

A list of estimated adjacency matrices over the pathwise solutions. graph_est is saved as an attribute for each pathwise solution.

Beta_new_by_lam

A list of Beta estimates over the pathwise solutions.

W_new_by_lam

A list of W estimates over the pathwise solutions.

lambdas

A list of tuning parameters used for fitting all the pathwise solutions

history_W_by_lam

(if history = TRUE) A list of W estimates for each step of ADMM over the pathwise solutions.

history_Beta_by_lam

(if history = TRUE) A list of Beta estimates for each step of ADMM over the pathwise solutions.


yongsu-lee/NOTEARGIS documentation built on Dec. 27, 2020, 6:58 p.m.