createFastBarPrior {BrokenAdaptiveRidge} | R Documentation |
createFastBarPrior
creates a fastBAR Cyclops prior object for use with fitCyclopsModel
.
createFastBarPrior(
penalty = 0,
exclude = c(),
forceIntercept = FALSE,
fitBestSubset = FALSE,
initialRidgeVariance = 10000,
tolerance = 1e-08,
maxIterations = 10000,
threshold = 1e-06
)
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 |
A BAR Cyclops prior object of class inheriting from
"cyclopsPrior"
for use with fitCyclopsModel
.
nobs = 500; ncovs = 100
prior <- createFastBarPrior(penalty = log(ncovs), initialRidgeVariance = 1 / log(ncovs))