Generic Sparse Group Lasso Solver


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Documentation for package ‘sglOptim’ version 1.3.8

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sglOptim-package sglOptim: Generic Sparse Group Lasso Solver
add_data Add data to a sgldata data object
add_data.sgldata Add data to a sgldata data object
best_model Index of best model
best_model.sgl Index of best model
coef.sgl Extracting the nonzero coefficients
compute_error Helper function for computing error rates
create.sgldata Create a sgldata object
element_class Retur the element class of an object.
Err Generic function for computing error rates
Err.sgl Error Rates
features Extracts nonzero features
features.sgl Extracting nonzero features
features_stat Extract feature statistics
features_stat.sgl Extract feature statistics
get_coef Get the nonzero coefficients
models Extract fitted models
models.sgl Extract the estimated models
nmod Number of models used for fitting
nmod.sgl Returns the number of models in a sgl object
parameters Extracts nonzero parameters
parameters.sgl Extracting nonzero parameters
parameters_stat Extract parameter statistics
parameters_stat.sgl Extracting parameter statistics
prepare.args Generic function for preparing the sgl call arguments
prepare.args.sgldata Prepare sgl function arguments
prepare_data Prepare a sgldata data object
print_with_metric_prefix Print a numeric with metric prefix
rearrange Generic rearrange function
rearrange.sgldata Rearrange sgldata
sgl.algorithm.config Create a new algorithm configuration
sgl.c.config Featch information about the C side configuration of the package
sgl.standard.config Standard algorithm configuration
sglOptim sglOptim: Generic Sparse Group Lasso Solver
sgl_cv Generic sparse group lasso cross validation using multiple possessors
sgl_fit Fit a Sparse Group Lasso Regularization Path.
sgl_lambda_sequence Computing a Lambda Sequence
sgl_predict Predict
sgl_print Print information about sgl object
sgl_subsampling Generic sparse group lasso subsampling procedure
sgl_test Test a sgl-Objective
sparseMatrix_from_C_format Convert to sparse matrix
sparseMatrix_to_C_format Prepare sparse matrix for .Call
subsample Subsample
subsample.sgldata Subsample sgldata
test.data Simulated data set
test_rtools Test internal rtools
transpose_response_elements Transpose response elements