prepare.args.sgldata: Prepare sgl function arguments
Description
Prepare sgl function arguments using sgldata.
Usage
## S3 method for class 'sgldata':
prepare.args(data, parameterGrouping,
groupWeights, parameterWeights, alpha, ...)
Arguments
data
a sgldata object
parameterGrouping
grouping of parameters, a vector
of length $p$. Each element of the vector specifying
the group of the parameters in the corresponding column
of $\beta$.
groupWeights
the group weights, a vector of length
length(unique(parameterGrouping)) (the number of
groups).
parameterWeights
a matrix of size $q \times
p$, that is the same dimension as $\beta$.
alpha
the $\alpha$ value 0 for group lasso, 1
for lasso, between 0 and 1 gives a sparse group lasso
penalty.