tune.tree.interval: Wrapper function for tree-lasso objects.
In zhizuio/mixlasso: Mix lasso models

tune.tree.interval

R Documentation

Wrapper function for tree-lasso objects.

Description

Wrapper function for tree-lasso objects used by epsgo function. This function is mainly used within the function epsgo.

Usage

tune.tree.interval(
  parms,
  x,
  y,
  lambda = NULL,
  nfolds = 5,
  foldid = NULL,
  tree.parm = tree.parm,
  num.nonpen = 0,
  seed = 12345,
  intercept = TRUE,
  standardize.response = FALSE,
  p = NULL,
  verbose = FALSE,
  parallel = FALSE,
  search.path = FALSE,
  threshold = threshold,
  maxiter = maxiter,
  ...
)

Arguments

`parms`	tuning parameter alpha for the tree-lasso object.
`x, y`	`x` is a matrix where each row refers to a sample a each column refers to a gene; `y` is a factor which includes the class for each sample
`lambda`	A user supplied lambda sequence.
`nfolds`	number of cross-validation's folds, default 5.
`foldid`	an optional vector of values between 1 and nfold identifying what fold each observation is in. If supplied, nfold can be missing.
`num.nonpen`	number of predictors forced to be estimated (i.e., nonpenalization).
`seed`	random seed
`intercept`	should intercept(s) be fitted (default=`TRUE`) or set to zero (`FALSE`).
`standardize.response`	standardization for the response variables. Default: `TRUE`.
`p`	the number of predictors from different data source.
`verbose`	print the middle search information, default is `TRUE`.
`parallel`	If `TRUE`, use parallel foreach to fit each lambda. If `c(TRUE,TRUE)`, use parallel foreach to fit each lambda and each fold.
`search.path`	save the visited points, default is `FALSE`.
`threshold`	threshold for estimated coefficients of the tree-lasso models.