ArgmaxId {sharp}

Calibrated hyper-parameter(s)

Description

Extracts the calibrated hyper-parameters (or their indices for ArgmaxId) with respect to the grids provided in Lambda and pi_list in argument stability.

Usage

ArgmaxId(stability = NULL, S = NULL)

Argmax(stability)

Arguments

stability

output of VariableSelection or GraphicalModel.

S

matrix of stability scores obtained with different combinations of parameters where rows correspond to different values of the parameter controlling the level of sparsity in the underlying feature selection algorithm and columns correspond to different values of the threshold in selection proportions. If S=NULL, argument stability must be provided.

Value

A matrix of hyper-parameters (Argmax) or indices (ArgmaxId). For multi-block graphical models, rows correspond to different blocks.

See Also

VariableSelection, GraphicalModel

Examples

# Data simulation
set.seed(1)
simul <- SimulateGraphical(pk = 20)

# Stability selection
stab <- GraphicalModel(xdata = simul$data)

# Extracting calibrated hyper-parameters
Argmax(stab)

# Extracting calibrated hyper-parameters IDs
ids <- ArgmaxId(stab)
ids

# Relationship between the two functions
stab$Lambda[ids[1], 1]
stab$params$pi_list[ids[2]]