Usage
sgl_lambda_sequence(module_name, PACKAGE, data,
parameterGrouping, groupWeights, parameterWeights,
alpha = 0.5, d = 100, lambda.min,
algorithm.config = sgl.standard.config)Arguments
module_name
reference to objective specific C++
routines.
PACKAGE
name of the calling package.
data
a list of data objects -- will be parsed to
the specified module.
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 $q \times
p$.
alpha
the $\alpha$ value 0 for group lasso, 1
for lasso, between 0 and 1 gives a sparse group lasso
penalty.
d
the length of lambda sequence.
lambda.min
the smallest lambda value in the
computed sequence.
algorithm.config
the algorithm configuration to be
used.