C2beta

This function converts the CR algorithm outputs to the regression coefficients

An R package that implements the JICO algorithm [Wang, P., Wang, H., Li, Q., Shen, D., & Liu, Y. (2024). <Journal of Computational and Graphical Statistics, 33(3), 763-773>].
It aims at solving the multi-group regression problem. The algorithm decomposes the responses from multiple groups into shared and group-specific
components, which are driven by low-rank approximations of joint and individual structures from the covariates respectively.

Peiyao Wang

JICO

Joint and Individual Regression

C2beta function

<dl><dt>X</dt>
<dd>The input feature matrix</dd>
<dt>Y</dt>
<dd>The input response vector</dd>
<dt>C</dt>
<dd>The weight matrix computed from CR algorithm</dd>
<dt>lambda</dt>
<dd>Deprecated. Regularization parameter if L2 penalization is used for CR.
JICO uses zero as default.</dd></dl>

Arguments

Compute the coefficients from the continuum regression (CR) algorithm — C2beta

<dl>

<dt>X</dt>
<dd>The input feature matrix</dd>


<dt>Y</dt>
<dd>The input response vector</dd>


<dt>C</dt>
<dd>The weight matrix computed from CR algorithm</dd>


<dt>lambda</dt>
<dd>Deprecated. Regularization parameter if L2 penalization is used for CR.
JICO uses zero as default.</dd>

</dl>

C2beta: Compute the coefficients from the continuum regression (CR) algorithm

Description

Usage

Value

Arguments