R: Set up a lambda sequence

process.lambda {SGPR}

R Documentation

Set up a lambda sequence

A function that sets up a lambda sequence for a sparse group penalty.

process.lambda(
  X,
  y,
  group,
  Z,
  type,
  alpha,
  lambda.min,
  log.lambda,
  nlambda,
  group.weight,
  ada_mult
)

`X`	The design matrix without intercept with the variables to be selected.
`y`	The response vector.
`group`	A vector indicating the group membership of each variable in X.
`Z`	The design matrix of the variables to be included in the model without penalization.
`type`	A string indicating the type of regression model (linear or binomial).
`alpha`	Tuning parameter for the mixture of penalties at group and variable level. A value of 0 results in a selection at group level, a value of 1 results in a selection at variable level and everything in between is bi-level selection.
`lambda.min`	An integer multiplied by the maximum lambda to define the end of the lambda sequence.
`log.lambda`	A Boolean value that specifies whether the values of the lambda sequence should be on the log scale.
`nlambda`	An integer that specifies the length of the lambda sequence.
`group.weight`	A vector specifying weights that are multiplied by the group penalty to account for different group sizes.
`ada_mult`	An integer that defines the multiplier for adjusting the convergence threshold.

A vector with values for lambda.

[Package SGPR version 0.1.2 Index]