lambda_alpha_grid {ensr}

Lambda Alpha Grid

Description

Construct a data frame with values for lambda and alpha with an indicator to know if the model is worth fitting.

Usage

lambda_alpha_grid(lambdas, alphas, nlambda = 10L, lmin_factor = 1e-04)

Arguments

lambdas

a vector of max lambda values for each alpha given

alphas

a vector of alpha values corresponding to the max lambdas

nlambda

number of lambdas to generate for each alpha before creating the grid

lmin_factor

the smallest lambda value is defined as lmin_factor * max(lambda) where max(lambda) is determined by this function.

Examples

data(tbi)
Xmat <- model.matrix( ~ . - injury1 - injury2 - injury3 - 1, data = tbi)
Yvec <- matrix(tbi$injury1, ncol = 1)
alphas <- seq(0, 1, length = 20)

lga <- lambda_alpha_grid(alphas = alphas, lambdas = lambda_max(Yvec, Xmat, alpha = alphas))

ggplot2::ggplot() +
  ggplot2::theme_bw() +
  ggplot2::aes_string(x = "a", y = "log10(l)") +
  ggplot2::geom_path(data = lga$top) +
  ggplot2::geom_point(data = lga$lgrid,
                      mapping = ggplot2::aes(color = cos(a) + sin(log10(l)))) +
  ggplot2::geom_contour(data = lga$lgrid,
                        mapping = ggplot2::aes(z = cos(a) + sin(log10(l)))) +
  ggplot2::scale_color_gradient2(low = "blue", high = "red", mid = "grey")