createFastBarPrior {BrokenAdaptiveRidge}

Create a fastBAR Cyclops prior object

Description

createFastBarPrior creates a fastBAR Cyclops prior object for use with fitCyclopsModel.

Usage

createFastBarPrior(
  penalty = 0,
  exclude = c(),
  forceIntercept = FALSE,
  fitBestSubset = FALSE,
  initialRidgeVariance = 10000,
  tolerance = 1e-08,
  maxIterations = 10000,
  threshold = 1e-06
)

Arguments

penalty

Specifies the BAR penalty

exclude

A vector of numbers or covariateId names to exclude from prior

forceIntercept

Logical: Force intercept coefficient into regularization

fitBestSubset

Logical: Fit final subset with no regularization

initialRidgeVariance

Numeric: variance used for algorithm initiation

tolerance

Numeric: maximum abs change in coefficient estimates from successive iterations to achieve convergence

maxIterations

Numeric: maximum iterations to achieve convergence

threshold

Numeric: absolute threshold at which to force coefficient to 0

Value

A BAR Cyclops prior object of class inheriting from "cyclopsPrior" for use with fitCyclopsModel.

Examples

nobs = 500; ncovs = 100
prior <- createFastBarPrior(penalty = log(ncovs), initialRidgeVariance = 1 / log(ncovs))