Class "lassoModel": Group Lasso Models

Description

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 from the Class

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

Slots

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

Methods

show

object

Examples

1
2
3
  getClass("lassoModel")

  str( LogReg() )