BrokenAdaptiveRidge (version 1.0.2)

createBarPrior: Create a BAR Cyclops prior object

Description

createBarPrior creates a BAR Cyclops prior object for use with fitCyclopsModel.

Usage

createBarPrior(
  penalty = "bic",
  exclude = c(),
  forceIntercept = FALSE,
  fitBestSubset = FALSE,
  initialRidgeVariance = 10000,
  tolerance = 1e-08,
  maxIterations = 10000,
  threshold = 1e-06,
  delta = 0
)

Value

A BAR Cyclops prior object of class inheriting from "cyclopsPrior" for use with fitCyclopsModel.

Arguments

penalty

Specifies the BAR penalty; possible values are `BIC` or `AIC` or a numeric value

exclude

A vector of numbers or covariateId names to exclude from prior

forceIntercept

Logical: Force intercept coefficient into regularization

fitBestSubset

Logical: Fit final subset with no regularization

initialRidgeVariance

Numeric: variance used for algorithm initiation

tolerance

Numeric: maximum abs change in coefficient estimates from successive iterations to achieve convergence

maxIterations

Numeric: maxium iterations to achieve convergence

threshold

Numeric: absolute threshold at which to force coefficient to 0

delta

Numeric: change from 2 in ridge norm dimension

Examples

prior <- createBarPrior(penalty = "bic")