segmentation.OU.specialCase.lasso: Segmentation in the OU special case, using lasso regression
Description
segmentation.OU.specialCase.lasso performs the segmentation using a
lasso regression to select for the edges where the shifts are added.
Usage
segmentation.OU.specialCase.lasso(phylo, nbr_of_shifts, D, Xp, penscale = rep(1, (nrow(phylo$edge) + 1)), ...)
Arguments
nbr_of_shifts
Number of shifts on the phylogeny allowed
conditional_law_X
moments of the conditional law of X given Y, result
of function compute_M.OU.specialCase
selection.strength
the selection strength
Value
List containing : beta_0 : the optimal value at the root
shifts : list containing the computed tau and delta
costs : vector of costs
Details
This function re-write the sum of costs to be minimized as a least squares
regression problem, and uses a lasso regression to solve it. It uses
functions incidence.matrix.full to express the problem as a
linear model.