Description Objects from the Class Slots Methods Examples

Objects of class "lassoModel" define link function, negative log-likelihood and corresponding gradient and Hessian for the model to be used in a Group Lasso problem.

Objects are typically created by calls of the form
`lassoModel(...)`

.

`invlink`

a function with arguments

`eta`

implementing the inverse link function.`link`

a function with arguments

`mu`

implementing the link function.`nloglik`

a function with arguments

`y`

,`mu`

and`weights`

implementing the*negative*log-likelihood function.`ngradient`

a function with arguments

`x`

,`y`

,`mu`

and`weights`

implementing the*negative*gradient of the log-likelihood function.`nhessian`

a function with arguments

`x`

,`mu`

and`weights`

implementing the*negative*hessian of the log-likelihood function.`check`

a function with argument

`y`

to check whether the response has the correct format.`name`

a character name

`comment`

a character comment

- show
object

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lassogrp documentation built on May 21, 2017, 2:45 a.m.

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