Usage
IterGS(y.tilde, gram, gram.bias, cg.all, sp, tau, nm, q0=0.1, scale = 1, max.iter = 3,
std.thresh = 1.05, beta.initial = NULL)
Arguments
y.tilde
$X'y$ where X and y are the predictor matrix and the response vector, respectively.
gram
the threholded gram matrix gram.bias
the bias of the threholded gram matrix
cg.all
all the connected cg.alls of gram with size no more than nm.
sp
the expected sparse level
tau
the minimal signal strength to be detected
nm
the maximal size of the connected subgaphs considered in the screening step.
q0
the minimal screening parameter
scale
optional numerical parameter of the screening step. The default is 1 max.iter
the maximal number of iterations. The default is 3.
std.thresh
the threshold of the std change that stop the loop. The default is 1.05.
beta.initial
the initial estimate of beta in reducing the bias. The default is uu*sign(y.tilde)*(abs(y.tilde)>uu).