diff options
| author | Gertjan van den Burg <gertjanvandenburg@gmail.com> | 2016-02-08 14:19:09 -0500 |
|---|---|---|
| committer | Gertjan van den Burg <gertjanvandenburg@gmail.com> | 2016-02-08 14:19:09 -0500 |
| commit | 67f05f68ce525200dc70b27f36fc985a7f2fc87a (patch) | |
| tree | c70c922bb426923ff86bc0f34db4e0b83854db01 /man | |
| download | sparsestep-67f05f68ce525200dc70b27f36fc985a7f2fc87a.tar.gz sparsestep-67f05f68ce525200dc70b27f36fc985a7f2fc87a.zip | |
initial commit
Diffstat (limited to 'man')
| -rw-r--r-- | man/print.sparsestep.Rd | 22 | ||||
| -rw-r--r-- | man/sparsestep.Rd | 68 | ||||
| -rw-r--r-- | man/sparsestep.cd.Rd | 13 | ||||
| -rw-r--r-- | man/sparsestep.path.Rd | 23 |
4 files changed, 126 insertions, 0 deletions
diff --git a/man/print.sparsestep.Rd b/man/print.sparsestep.Rd new file mode 100644 index 0000000..6680788 --- /dev/null +++ b/man/print.sparsestep.Rd @@ -0,0 +1,22 @@ +% Generated by roxygen2 (4.1.1): do not edit by hand +% Please edit documentation in R/print.sparsestep.R +\name{print.sparsestep} +\alias{print.sparsestep} +\title{Print the fitted SparseStep model} +\usage{ +\method{print}{sparsestep}(obj, ...) +} +\arguments{ +\item{obj}{a "sparsestep" object to print} +} +\description{ +Prints a short text of a fitted SparseStep model +} +\examples{ +data(diabetes) +attach(diabetes) +object <- sparsestep(x, y) +print(object) +detach(diabetes) +} + diff --git a/man/sparsestep.Rd b/man/sparsestep.Rd new file mode 100644 index 0000000..3d4a311 --- /dev/null +++ b/man/sparsestep.Rd @@ -0,0 +1,68 @@ +% Generated by roxygen2 (4.1.1): do not edit by hand +% Please edit documentation in R/fit.sparsestep.R, R/sparsestep.R +\docType{package} +\name{sparsestep} +\alias{sparsestep} +\alias{sparsestep-package} +\title{Fits the SparseStep model} +\usage{ +sparsestep(x, y, lambda = 1, gamma0 = 1e+06, gammastop = 1e-08, + 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{lambda}{regularization parameter} + +\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" object is returned, for which predict, coef, methods +exist. +} +\description{ +Fits the SparseStep model for a single value of the +regularization parameter. + +sparsestep. +} +\examples{ +data(diabetes) +attach(diabetes) +object <- sparsestep(x, y) +plot(object) +detach(diabetes) +} + diff --git a/man/sparsestep.cd.Rd b/man/sparsestep.cd.Rd new file mode 100644 index 0000000..94cf48a --- /dev/null +++ b/man/sparsestep.cd.Rd @@ -0,0 +1,13 @@ +% Generated by roxygen2 (4.1.1): do not edit by hand +% Please edit documentation in R/cd.sparsestep.R +\name{sparsestep.cd} +\alias{sparsestep.cd} +\title{Coordinate descent algorithm for SparseStep} +\usage{ +sparsestep.cd(x, y, lambdas = NULL, epsilon = 1e-05, intercept = TRUE, + ...) +} +\description{ +Coordinate descent algorithm for SparseStep +} + diff --git a/man/sparsestep.path.Rd b/man/sparsestep.path.Rd new file mode 100644 index 0000000..43625d5 --- /dev/null +++ b/man/sparsestep.path.Rd @@ -0,0 +1,23 @@ +% 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{Path algorithm for the SparseStep model} +\usage{ +sparsestep.path(x, y, max.depth = 10, intercept = TRUE, normalize = TRUE, + ...) +} +\arguments{ +\item{x}{matrix of predictors} + +\item{y}{response} + +\item{max.depth}{maximum recursion depth} + +\item{...}{further arguments to sparsestep()} +} +\description{ +Fits the entire regularization path for SparseStep using a +Golden Section search. +} + |
