| getD3dSparse {SpiceFP} | R Documentation |
getD3dSparse
Description
getD3dSparse is a function that helps to construct generalized lasso
penalty matrix D when using the fusedlasso
function over a 3 dimensional grid
Usage
getD3dSparse(dim1, dim2, dim3)
Arguments
dim1 |
positive integer. Based on a 3 dimensional grid, dim1 represents the number of units represented on the first dimension |
dim2 |
positive integer which represents the number of units represented on the second dimension |
dim3 |
positive integer which represents the number of units represented on the third dimension |
Details
The function returns a sparse penalty matrix providing information on the connections between the variables during the implementation of a generalizad fused lasso.
Value
a matrix with dim1 x dim2 x dim3 columns. Each row represents an
edge (a link between 2 variables) and is constructed with the couple (-1, 1),
relative to these 2 variables and 0 for all others. In the context of a
generalized fused lasso, this matrix penalizes only the differences in
coefficients (fusion). To obtain parsimony in addition to the fusion, a
diagonal matrix with the same number of columns must be bound to the
penalty matrix constructed by getD3dSparse. This matrix will contain
diagonally the ratio: parsimony penalty parameter on fusion penalty
parameter. When using fusedlasso
function, this operation is performed when you provide the argument gamma.
Examples
library(genlasso)
library(Matrix)
D<-getD3dSparse(2,3,2)
plot(getGraph(D))