prepare.args.sgldata: Prepare sgl function arguments

In sglOptim: Sparse group lasso generic optimizer

Description

Prepare sgl function arguments using sgldata.

Usage

## S3 method for class 'sgldata'
prepare.args(data, parameterGrouping, groupWeights,
  parameterWeights, alpha, ...)

Arguments

data	a sgldata object
parameterGrouping	grouping of parameters, a vector of length p. Each element of the vector specifying the group of the parameters in the corresponding column of β.
groupWeights	the group weights, a vector of length length(unique(parameterGrouping)) (the number of groups).
parameterWeights	a matrix of size q \times p, that is the same dimension as β.
alpha	the α value 0 for group lasso, 1 for lasso, between 0 and 1 gives a sparse group lasso penalty.
...	not used

Author(s)

Martin Vincent

See Also

Other sgldata: create.sgldata; prepare.args; rearrange.sgldata

sglOptim documentation built on May 2, 2019, 5:55 p.m.