Fit a trio model via penalized maximum likelihood. The model is fit for a path of values of the penalty parameter. This package is based on Noah Simon, et al. (2011) <doi:10.1080/10618600.2012.681250>.
TrioSGL(X, index = NULL, maxit = 10000, thresh = 0.0001, min.frac = 0.01,
nlam = 25, lambdas = NULL, alpha = 0.95, gamma = 0.8, step = 1, reset = 20,
standardize = FALSE, verbose = FALSE)
$X$ should be an input matrix of dimension n-obs by p-vars. The number of rows must be a multiple of 4 (case followed by 3 pseudo-controls).
A p-vector indicating group membership of each covariate
Maximum number of iterations to convergence
Convergence threshold for change in beta
The minimum value of the penalty parameter, as a fraction of the maximum value
Number of lambda to use in the regularization path
A user specified sequence of lambda values for fitting. We recommend leaving this NULL and letting TrioSGL self-select values
The mixing parameter. alpha
= 1 is the lasso penalty. alpha
= 0 is the group lasso penalty.
Fitting parameter used for tuning backtracking (between 0 and 1)
Fitting parameter used for inital backtracking step size (between 0 and 1)
Fitting parameter used for taking advantage of local strong convexity in nesterov momentum (number of iterations before momentum term is reset)
Logical flag for variable standardization prior to fitting the model.
Logical flag for whether or not step number will be output
An object with S3 class "TrioSGL"
A p by nlam
matrix, giving the penalized MLEs for the nlam different models, where the index corresponds to the penalty parameter lambda
The actual sequence of lambda
values used (penalty parameter)
A list used in predict
which gives the empirical mean and variance of the x matrix used to build the model
The sequence of models along the regularization path is fit by accelerated generalized gradient descent.
Simon, N., Friedman, J., Hastie, T., Tibshirani, R. (2011). A Sparse-Group Lasso. Journal of Computational and Graphical Statistics, 22, 231-245.
# NOT RUN {
trios <- 4 * 10; snps <- 20; size.groups <- 4
index <- ceiling(1:snps / size.groups)
x <- floor(matrix(runif(trios * snps, min = 0, max = 3), ncol = snps, nrow = trios))
fit <- TrioSGL(x, index)
# }
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