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interep (version 0.2.0)

cv.interep: k-folds cross-validation for interep

Description

This function does k-fold cross-validation for interep and returns the optimal value of lambda.

Usage

cv.interep(e, z, y, beta, lambda1, lambda2, nfolds, corre, maxits)

Arguments

e

matrix of environment factors.

z

matrix of omics factors. In the case study, the omics measurements are lipidomics data.

y

the longitudinal response.

beta

the intial value for the coefficient vector.

lambda1

a user-supplied sequence of \(\lambda_{1}\) values, which serves as a tuning parameter for individual predictors.

lambda2

a user-supplied sequence of \(\lambda_{2}\) values, which serves as a tuning parameter for interactions.

nfolds

the number of folds for cross-validation.

corre

the working correlation structure that is used in the estimation algorithm. interep provides three choices for the working correlation structure: "a" as AR-1", "i" as "independence" and "e" as "exchangeable".

maxits

the maximum number of iterations that is used in the estimation algorithm.

Value

an object of class "cv.interep" is returned, which is a list with components:

lam1

the optimal \(\lambda_{1}\).

lam2

the optimal \(\lambda_{2}\).

Details

When dealing with predictors with both main effects and interactions, this function returns two optimal tuning parameters, \(\lambda_{1}\) and \(\lambda_{2}\); when there are only main effects in the predictors, this function returns \(\lambda_{1}\), which is the optimal tuning parameter for individual predictors containing main effects.

References

Zhou, F., Ren, J., Li X., Wang, W., Jiang, Y. and Wu, C. (2018+). Variable selection for interactions in longitudinal lipidomics studies.

Wu, C., Zhong, P. & Cui, Y. (2018). Additive varying-coefficient model for nonlinear gene-environment interactions. Statistical Applications in Genetics and Molecular Biology, 17(2)

Wu, C., Jiang, Y., Ren, J., Cui, Y. and Ma, S. (2018). Dissecting gene-environment interactions: a penalized robust approach accounting for hierarchical structures. Statistics in Medicine, 37:437<U+2013>456

Wu, C., Shi, X., Cui, Y. and Ma, S. (2015) A penalized robust semiparametric approach for gene-environment interactions. Statistics in Medicine, 34 (30): 4016<U+2013>4030

Wu, C., Cui, Y. and Ma, S. (2014) Integrative analysis of gene-environment interactions under a multi-response partially linear varying coefficient model. Statistics in Medicine, 33 (28): 4988<U+2013>4498

Wu, C. and Cui Y. (2013) A novel method for identifying nonlinear gene-environment interactions in case-control association studies. Human Genetics, 132 (12): 1413<U+2013>1425