screen_glmnet {spareg}R Documentation

Screening coefficient based on glmnet coefficients

Description

Creates an object class 'screencoef' using arguments passed by user, where the screening coefficient should be computed based on penalized coefficients.

Usage

screen_glmnet(..., control = list())

Arguments

...

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

control

list of controls to be passed to the screening function

Details

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

The function generate_fun relies on glmnet.

Arguments related to the screening procedure can be passed to the screen_glmnet() function through ..., and will be saved as attributes of the 'screencoef' object. The following attributes are relevant for spar and spar.cv:

Value

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

Examples

example_data <- simulate_spareg_data(n = 200, p = 2000, ntest = 100)
spar_res <- spar(example_data$x, example_data$y, xval = example_data$xtest,
  yval = example_data$ytest, nummods=c(5, 10, 15, 20, 25, 30),
  screencoef = screen_glmnet(control = list(alpha = 0.1)))


[Package spareg version 1.1.0 Index]