grplasso (version 0.4-7)

grpl.model: Group Lasso Models

Description

Generates models to be used for the group lasso algorithm.

Usage

grpl.model(invlink, link, nloglik, ngradient, nhessian, check,
           name = "user-specified", comment = "user-specified")
LogReg()
LinReg()
PoissReg()

Arguments

invlink

a function with arguments eta implementing the inverse link function.

link

a function with arguments mu implementing the link function.

nloglik

a function with arguments y, mu and weights implementing the negative log-likelihood function.

ngradient

a function with arguments x, y, mu and weights implementing the negative gradient of the log-likelihood function.

nhessian

a function with arguments x, mu and weights implementing the negative hessian of the log-likelihood function.

check

a function with argument y to check whether the response has the correct format.

name

a character name

comment

a character comment

Value

An object of class grpl.model.

Examples

# NOT RUN {
    LogReg()
# }