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| author | Gertjan van den Burg <gertjanvandenburg@gmail.com> | 2016-02-10 20:19:51 -0500 |
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| committer | Gertjan van den Burg <gertjanvandenburg@gmail.com> | 2016-02-10 20:19:51 -0500 |
| commit | 6c3d2ff1cb9e7bd3bf1426e1ec4cecd0891ea089 (patch) | |
| tree | 0cf43714e1252ae833e473dc6beed6ddad953663 /man/sparsestep.path.Rd | |
| parent | added authors and dependencies (diff) | |
| download | sparsestep-6c3d2ff1cb9e7bd3bf1426e1ec4cecd0891ea089.tar.gz sparsestep-6c3d2ff1cb9e7bd3bf1426e1ec4cecd0891ea089.zip | |
bugfixes, documentation improvements, and generic function agreement
Diffstat (limited to 'man/sparsestep.path.Rd')
| -rw-r--r-- | man/sparsestep.path.Rd | 94 |
1 files changed, 0 insertions, 94 deletions
diff --git a/man/sparsestep.path.Rd b/man/sparsestep.path.Rd deleted file mode 100644 index c038dd9..0000000 --- a/man/sparsestep.path.Rd +++ /dev/null @@ -1,94 +0,0 @@ -% Generated by roxygen2 (4.1.1): do not edit by hand -% Please edit documentation in R/path.sparsestep.R -\name{sparsestep.path} -\alias{sparsestep.path} -\title{Approximate path algorithm for the SparseStep model} -\usage{ -sparsestep.path(x, y, max.depth = 10, gamma0 = 1000, gammastop = 1e-04, - IMsteps = 2, gammastep = 2, normalize = TRUE, intercept = TRUE, - force.zero = TRUE, threshold = 1e-07, XX = NULL, Xy = NULL, - use.XX = TRUE, use.Xy = TRUE) -} -\arguments{ -\item{x}{matrix of predictors} - -\item{y}{response} - -\item{max.depth}{maximum recursion depth} - -\item{gamma0}{starting value of the gamma parameter} - -\item{gammastop}{stopping value of the gamma parameter} - -\item{IMsteps}{number of steps of the majorization algorithm to perform for -each value of gamma} - -\item{gammastep}{factor to decrease gamma with at each step} - -\item{normalize}{if TRUE, each variable is standardized to have unit L2 -norm, otherwise it is left alone.} - -\item{intercept}{if TRUE, an intercept is included in the model (and not -penalized), otherwise no intercept is included} - -\item{force.zero}{if TRUE, absolute coefficients smaller than the provided -threshold value are set to absolute zero as a post-processing step, -otherwise no thresholding is performed} - -\item{threshold}{threshold value to use for setting coefficients to -absolute zero} - -\item{XX}{The X'X matrix; useful for repeated runs where X'X stays the same} - -\item{Xy}{The X'y matrix; useful for repeated runs where X'y stays the same} - -\item{use.XX}{whether or not to compute X'X and return it} - -\item{use.Xy}{whether or not to compute X'y and return it} -} -\value{ -A "sparsestep" S3 object is returned, for which print, predict, -coef, and plot methods exist. It has the following items: -\item{call}{The call that was used to construct the model.} -\item{lambda}{The value(s) of lambda used to construct the model.} -\item{gamma0}{The gamma0 value of the model.} -\item{gammastop}{The gammastop value of the model} -\item{IMsteps}{The IMsteps value of the model} -\item{gammastep}{The gammastep value of the model} -\item{intercept}{Boolean indicating if an intercept was fitted in the -model} -\item{force.zero}{Boolean indicating if a force zero-setting was -performed.} -\item{threshold}{The threshold used for a forced zero-setting} -\item{beta}{The resulting coefficients stored in a sparse matrix format -(dgCMatrix). This matrix has dimensions nvar x nlambda} -\item{a0}{The intercept vector for each value of gamma of length nlambda} -\item{normx}{Vector used to normalize the columns of x} -\item{meanx}{Vector of column means of x} -\item{XX}{The matrix X'X if use.XX was set to TRUE} -\item{Xy}{The matrix X'y if use.Xy was set to TRUE} -} -\description{ -Fits the entire regularization path for SparseStep using a -Golden Section search. Note that this algorithm is approximate, there is no -guarantee that the solutions _between_ induced values of lambdas do not -differ from those calculated. For instance, if solutions are calculated at -\eqn{\lambda_{i}}{\lambda[i]} and \eqn{\lambda_{i+1}}{\lambda[i+1]}, this -algorithm ensures that \eqn{\lambda_{i+1}}{\lambda[i+1]} has one more zero -than the solution at \eqn{\lambda_{i}}{\lambda[i]} (provided the recursion -depth is large enough). There is however no guarantee that there are no -different solutions between \eqn{\lambda_{i}}{\lambda[i]} and -\eqn{\lambda_{i+1}}{\lambda[i+1]}. This is an ongoing research topic. - -Note that this path algorithm is not faster than running the -\code{sparsestep} function with the same \code{\lambda} sequence. -} -\examples{ -x <- matrix(rnorm(100*20), 100, 20) -y <- rnorm(100) -pth <- sparsestep.path(x, y) -} -\author{ -Gertjan van den Burg (author and maintainer). -} - |
