screen_marglik {spareg}R Documentation

Screening coefficient based on marginal GLMs

Description

Creates an object class 'screencoef' using arguments passed by user, where the screening coefficient should be computed based on the marginal likelihood of the univariate GLM where the response is regressed on each predictor separately.

Usage

screen_marglik(..., 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

The function generate_fun relies on glm.

Arguments related to the screening procedure can be passed to the screen_marglik() 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_marglik(nscreen = 500))


[Package spareg version 1.1.0 Index]