lassoModel {lassogrp}R Documentation

Lasso Model Generation

Description

Generate generalized linear model objects to be used for the (group) lasso algorithm, lasso().

Usage

lassoModel(invlink, link, nloglik, ngradient, nhessian, check,
           name = "user-specified", comment = "user-specified")
LogReg()
LinReg()
PoissReg()

Arguments

invlink

a function with argument eta implementing the inverse link function.

link

a function with argument mu implementing the link function.

nloglik

a function with arguments y, mu and weights implementing the negative log-likelihood function.

ngradient

a function with arguments x, y, mu and weights implementing the negative gradient of the log-likelihood function.

nhessian

a function with arguments x, mu and weights implementing the negative hessian of the log-likelihood function.

check

a function with argument y to check whether the response has the correct format.

name

a character name

comment

a character comment

Value

An object of class lassoModel.

Examples

LogReg()  # Logistic
PoissReg()# Poisson regression

str(LogReg())

[Package lassogrp version 1.0-3 Index]