Displaying 3 results from an estimated 3 matches for "lambdamax".
2012 Jan 10
1
grplasso
...current problem.? How do I specify my groups and run the lasso regression?
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Looks like this is the grouping part:
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index<-c(NA,)
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but I'm not sure how to specify the df for the variables past the NA for the intercept.
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Once that's defined the penalty can be specified:
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lambda <- lambdamax(x, y = y, index = index, penscale = sqrt,
model = LogReg()) * 0.5^(0:5)?
In my case I'd use LinReg for the model.?
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Then the model:
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fit <- grplasso(x, y = y, index = index, lambda = lambda, model = LogReg(),
penscale = sqrt, control = grpl.control(update.hess = "lambda", trace...
2011 Jan 03
0
dclone 1.3-0
...fits
chains on parallel
workers for JAGS.)
* dc.fit: iterative model fitting by the data cloning algorithm.
(dc.parfit is the parallelized
version.)
* dctable, dcdiag: helps evaluating data cloning convergence by
descriptive statistics and diagnostic tools. (These are based on e.g.
chisq.diag and lambdamax.diag.)
* coef.mcmc.list, confint.mcmc.list.dc, dcsd.mcmc.list,
quantile.mcmc.list, vcov.mcmc.list.dc, mcmcapply: convenient functions
for mcmc.list objects.
* write.jags.model, clean.jags.model, custommodel: convenient
functions for handling
BUGS models.
_________________________________________...
2011 Jan 03
0
dclone 1.3-0
...fits
chains on parallel
workers for JAGS.)
* dc.fit: iterative model fitting by the data cloning algorithm.
(dc.parfit is the parallelized
version.)
* dctable, dcdiag: helps evaluating data cloning convergence by
descriptive statistics and diagnostic tools. (These are based on e.g.
chisq.diag and lambdamax.diag.)
* coef.mcmc.list, confint.mcmc.list.dc, dcsd.mcmc.list,
quantile.mcmc.list, vcov.mcmc.list.dc, mcmcapply: convenient functions
for mcmc.list objects.
* write.jags.model, clean.jags.model, custommodel: convenient
functions for handling
BUGS models.
_________________________________________...