susie_init_coef {susieR} | R Documentation |
Initialize a susie object using regression coefficients
Description
Initialize a susie object using regression coefficients
Usage
susie_init_coef(coef_index, coef_value, p)
Arguments
coef_index |
An L-vector containing the the indices of the nonzero coefficients. |
coef_value |
An L-vector containing initial coefficient estimates. |
p |
A scalar giving the number of variables. |
Value
A list with elements alpha
, mu
and mu2
to be used by susie
.
Examples
set.seed(1)
n = 1000
p = 1000
beta = rep(0,p)
beta[sample(1:1000,4)] = 1
X = matrix(rnorm(n*p),nrow = n,ncol = p)
X = scale(X,center = TRUE,scale = TRUE)
y = drop(X %*% beta + rnorm(n))
# Initialize susie to ground-truth coefficients.
s = susie_init_coef(which(beta != 0),beta[beta != 0],length(beta))
res = susie(X,y,L = 10,s_init=s)
[Package susieR version 0.12.35 Index]