spareg (version 1.1.1)

constructor_sparmodel: Constructor Function for Building 'sparmodel' Object

Description

The created function will return a object of class 'sparmodel' which constitutes of a list.

Usage

constructor_sparmodel(name, model_fun, update_fun = NULL)

Value

a function which in turn creates an object of class 'sparmodel'.

Arguments

name

character

model_fun

function for estimating the marginal models which returns the function should have arguments and y (vector of responses -- standardized for Gaussian family), z (the matrix of projected predictors) and a 'sparmodel' object.

update_fun

optional function for updating the 'sparmodel' object before the start of the algorithm.

Details

Creates an object of class 'sparmodel' using arguments passed by user.

Examples

model_glmrob <- function(y, z, object) {
  requireNamespace("robustbase")
  fam <- object$control$family
  glmrob_res <- do.call(function(...)
    robustbase::glmrob(y ~ as.matrix(z), ...),
    object$control)
  intercept <- coef(glmrob_res)[1]
  gammas <- coef(glmrob_res)[-1]
  list(gammas = gammas, intercept = intercept)
}
spar_glmrob <- constructor_sparmodel(name = "glmrob",
  model_fun = model_glmrob)
example_data <- simulate_spareg_data(n = 100, p = 400, ntest = 100)
spar_res <- spar(example_data$x, example_data$y, xval = example_data$xtest,
  yval = example_data$ytest,
  model = spar_glmrob())
spar_res