Auxiliary function used to configure and customize the fitting process of islasso models.
is.control(
sigma2 = -1,
tol = 1e-05,
itmax = 1000,
stand = TRUE,
trace = 0,
nfolds = 5,
seed = NULL,
adaptive = FALSE,
g = 0.5,
b0 = NULL,
V0 = NULL,
c = 0.5
)A list of control parameters for use in islasso.
Numeric. Fixed value of the dispersion parameter. If -1 (default), it is estimated from data.
Numeric. Tolerance level to declare convergence. Default is 1e-5.
Integer. Maximum number of iterations. Default is 1000.
Logical. If TRUE (default), standardizes covariates before fitting. Returned coefficients remain on the original scale.
Integer. Controls verbosity of the iterative procedure:
0 - no printing,
1 - compact printing,
2 - detailed printing,
3 - compact printing with Fisher scoring info (only for GLM).
Integer. Number of folds for CV if lambda is missing in islasso. Defaults to 5.
Optional. Integer seed for reproducibility in cross-validation.
Logical. If TRUE, fits an adaptive LASSO. (Experimental)
Numeric in [0,1]. Governs BIC selection: g = 0 is standard BIC; g = 0.5 is extended BIC.
Optional. Starting values for regression coefficients. If NULL, uses glmnet estimates.
Optional. Initial covariance matrix. Defaults to identity matrix if NULL.
Numeric. Controls the weight in the induced smoothed LASSO. Default is 0.5; use -1 to recompute at every iteration.
Gianluca Sottile gianluca.sottile@unipa.it
islasso