| process.penalty {SGPR} | R Documentation |
Process the arguments about the sparse group penalty
Description
A function that checks arguments about the penalty and translates them to integer (for the C++ code).
Usage
process.penalty(penalty, pvar, pgr, vargamma, grgamma, vartau, grtau, alpha)
Arguments
penalty |
A string that specifies the sparse group penalty to be used. |
pvar |
A string that specifies the penalty used at the variable level. |
pgr |
A string that specifies the penalty used at the group level. |
vargamma |
An integer that defines the value of gamma for the penalty at the variable level. |
grgamma |
An integer that specifies the value of gamma for the penalty at the group level. |
vartau |
An integer that defines the value of tau for the penalty at the variable level. |
grtau |
An integer that specifies the value of tau for the penalty at the group level. |
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. |
Value
A list of two integers indicating the penalty for the C++ code.