L1_method_options {WpProj}

Options For Use With the L1 Method

Description

Options For Use With the L1 Method

Usage

L1_method_options(
  penalty = L1_penalty_options(),
  lambda = numeric(0),
  nlambda = 500L,
  lambda.min.ratio = 1e-04,
  gamma = 1,
  maxit = 500L,
  model.size = NULL,
  tol = 1e-07,
  display.progress = FALSE,
  solver.options = NULL
)

Arguments

penalty

The penalty to use. See L1_penalty_options() for more details.

lambda

The penalty parameter to use if method is "L1".

nlambda

The number of lambdas to explore for the "L1" method if lambda is not provided

lambda.min.ratio

The minimum ratio of max to min lambda for "L1" method. Default 1e-4.

gamma

Tuning parameter for SCAD and MCP penalties if method = "L1".

maxit

The maximum iterations for optimization. Default is 500.

model.size

What is the maximum number of coefficients to have in the final model. Default is NULL. If NULL, will find models from the minimum size, 0, to the number of columns in X.

tol

The tolerance for convergence

display.progress

Logical. Should intermediate progress be displayed? TRUE or FALSE. Default is FALSE.

solver.options

Options to be passed on to the solver. Only used for "ecos" and "mosek" solvers.

Value

A list with names corresponding to each argument above.

See Also

WpProj()

Examples

L1_method_options()