gofar_control {gofar}

Control parameters for the estimation procedure of GOFAR(S) and GOFAR(P)

Description

Default control parameters for Generalized co-sparse factor regresion

Usage

gofar_control(
  maxit = 5000,
  epsilon = 1e-06,
  elnetAlpha = 0.95,
  gamma0 = 1,
  se1 = 1,
  spU = 0.5,
  spV = 0.5,
  lamMaxFac = 1,
  lamMinFac = 1e-06,
  initmaxit = 2000,
  initepsilon = 1e-06,
  equalphi = 1,
  objI = 1,
  alp = 60
)

Arguments

maxit

maximum iteration for each sequential steps

epsilon

tolerence value set for convergene of gcure

elnetAlpha

elastic net penalty parameter

gamma0

power parameter in the adaptive weights

se1

apply 1se sule for the model;

spU

maximum proportion of nonzero elements in each column of U

spV

maximum proportion of nonzero elements in each column of V

lamMaxFac

a multiplier of calculated lambda_max

lamMinFac

a multiplier of determing lambda_min as a fraction of lambda_max

initmaxit

maximum iteration for initialization problem

initepsilon

tolerence value for convergene in the initialization problem

equalphi

dispersion parameter for all gaussian outcome equal or not 0/1

objI

1 or 0 convergence on the basis of objective function or not

alp

scaling factor corresponding to poisson outcomes

Value

a list of controling parameter.

References

Mishra, Aditya, Dipak K. Dey, Yong Chen, and Kun Chen. Generalized co-sparse factor regression. Computational Statistics & Data Analysis 157 (2021): 107127

Examples

# control variable for GOFAR(S) and GOFAR(P)
control <- gofar_control()