is.control {islasso} | R Documentation |
Auxiliary function for controlling the islasso model fitting.
is.control(sigma2 = -1, tol = 1e-04, itmax = 500, stand = TRUE, trace = 0, nfolds = 5, seed=NULL, debias = FALSE, adaptive = FALSE, b0 = NULL, V0 = NULL, c = -1)
sigma2 |
optional. The fixed value of dispersion parameter. If -1 (default) it is estimated from the data |
tol |
tollerance value to declare convergence, dafault to 1e-4 |
itmax |
maximum number of iterations, default to 500 |
stand |
if TRUE, the covariates are standardized prior to fitting the model. However the coefficients are always returned on the original scale |
trace |
Should the iterative procedure be printed? 0: no printing, 1 = compact printing, 2 = enlarged printing. |
nfolds |
if |
seed |
optional, the seed to be used to split the dataframe and to perform cross validation. Useful to make reproducible the results. |
debias |
experimental, if TRUE, unbiased estimates are also returned. |
adaptive |
experimental, if TRUE the adaptive LASSO is implemented. |
b0 |
optional, starting values for the regression coefficients. If NULL, the point estimates from |
V0 |
optional, starting value for the estimates covariance matrix, If NULL, the identity matrix is used. |
c |
the weight of the mixture in the induced smoothed lasso. |
... |
further arguments passed to or from other methods. |