spareg (version 1.1.1)

spar_glm: GLM Marginal 'sparmodel'

Description

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

Usage

spar_glm(..., control = list())

Value

object of class 'sparmodel' which is a list with elements

• name (character)

• control (list of controls passed as an argument)

• model_fun function for estimating the model coefficients and the intercept. This function should have arguments y, vector of standardized responses, z, a matrix of projected predictors in each marginal model, and object, which is a 'sparmodel' object. Returns a list with two elements: gammas which is the vector of regression coefficients for the projected predictors and intercept which is the intercept of the model

Arguments

...

includes arguments which can be passed as attributes to the 'sparmodel' object

control

list of controls to be passed to the model function

Details

Relies on glm.

Examples

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_glm())