diff options
Diffstat (limited to 'man/sparsestep.Rd')
| -rw-r--r-- | man/sparsestep.Rd | 32 |
1 files changed, 16 insertions, 16 deletions
diff --git a/man/sparsestep.Rd b/man/sparsestep.Rd index 7e8fa44..d00b47c 100644 --- a/man/sparsestep.Rd +++ b/man/sparsestep.Rd @@ -1,8 +1,8 @@ -% Generated by roxygen2 (4.1.1): do not edit by hand +% Generated by roxygen2: do not edit by hand % Please edit documentation in R/sparsestep.R \name{sparsestep} \alias{sparsestep} -\title{Fits the SparseStep model} +\title{Fit the SparseStep model} \usage{ sparsestep(x, y, lambda = c(0.1, 0.5, 1, 5, 10), gamma0 = 1000, gammastop = 1e-04, IMsteps = 2, gammastep = 2, normalize = TRUE, @@ -20,34 +20,34 @@ sparsestep(x, y, lambda = c(0.1, 0.5, 1, 5, 10), gamma0 = 1000, \item{gammastop}{stopping value of the gamma parameter} -\item{IMsteps}{number of steps of the majorization algorithm to perform for +\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 +\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 +\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, +\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 +\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.XX}{whether or not to compute X'X and return it (boolean)} -\item{use.Xy}{whether or not to compute X'y and return it} +\item{use.Xy}{whether or not to compute X'y and return it (boolean)} } \value{ -A "sparsestep" S3 object is returned, for which print, predict, +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.} @@ -55,12 +55,12 @@ coef, and plot methods exist. It has the following items: \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 +\item{intercept}{Boolean indicating if an intercept was fitted in the model} -\item{force.zero}{Boolean indicating if a force zero-setting was +\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 +\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} @@ -69,7 +69,7 @@ performed.} \item{Xy}{The matrix X'y if use.Xy was set to TRUE} } \description{ -Fits the SparseStep model for a single value of the +Fits the SparseStep model for a chosen values of the regularization parameter. } \examples{ @@ -89,7 +89,7 @@ Van den Burg, G.J.J., Groenen, P.J.F. and Alfons, A. (2017). URL \url{https://arxiv.org/abs/1701.06967}. } \seealso{ -\code{\link{coef}}, \code{\link{print}}, \code{\link{predict}}, +\code{\link{coef}}, \code{\link{print}}, \code{\link{predict}}, \code{\link{plot}}, and \code{\link{path.sparsestep}}. } |
