spinyReg {spinyReg}

spinyReg

Description

Computethe path of solution of a spinyReg fit.

Usage

spinyreg(X, Y, alpha = 0.1, gamma = 1, z = rep(1, ncol(X)),
  intercept = TRUE, normalize = TRUE, verbose = 1, recovery = TRUE,
  maxit = 1000, eps = 1e-10)

Arguments

X

matrix of features. Do NOT include intercept.

Y

matrix of responses.

alpha

numeric scalar; prior value for the alpha parameter (see the model's details). Default is 0.1.

gamma

numeric scalar; prior value for the gamma parameter (see the model's details). Default is 1.

z

numeric vector; prior support of active variable. Default is rep(1,p), meaning all variable activated

intercept

logical; indicates if a vector of intercepts should be included in the model. Default is TRUE.

normalize

logical; indicates if predictor variables should be normalized to have unit L2 norm before fitting. Default is TRUE.

verbose

integer; activate verbose mode from '0' (nothing) to '2' (detailed output).

should be included in the model. Default is TRUE.

recovery

logical; indicates if the full path of models should be inspected for model selection. Default is TRUE.

maxit

integer; the maximal number of iteration (i.e. number of alternated optimization between each parameter) in the Expectation/Maximization algorithm.

eps

a threshold for convergence. Default is 1e-10.

Value

an object with class spinyreg, see the documentation page spinyreg for details.

See Also

See also spinyreg.

Examples

## Not run: 
data <- read.table(file="http://statweb.stanford.edu/~tibs/ElemStatLearn/datasets/prostate.data")
x <- data[, 1:8]
y <- data[, 9]
out <- spinyreg(x,y,verbose=2)

## End(Not run)