Title: | Sparse Generative Model and Its EM Algorithm |
---|---|
Description: | Implements a generative model that uses a spike-and-slab like prior distribution obtained by multiplying a deterministic binary vector. Such a model allows an EM algorithm, optimizing a type-II log-likelihood. |
Authors: | Charles Bouveyron, Julien Chiquet, Pierre Latouche, Pierre-Alexandre Mattei |
Maintainer: | Julien Chiquet <[email protected]> |
License: | GPL (>= 2) |
Version: | 0.1-0 |
Built: | 2025-01-26 05:25:34 UTC |
Source: | https://github.com/cran/spinyReg |
Computethe path of solution of a spinyReg fit.
spinyreg(X, Y, alpha = 0.1, gamma = 1, z = rep(1, ncol(X)), intercept = TRUE, normalize = TRUE, verbose = 1, recovery = TRUE, maxit = 1000, eps = 1e-10)
spinyreg(X, Y, alpha = 0.1, gamma = 1, z = rep(1, ncol(X)), intercept = TRUE, normalize = TRUE, verbose = 1, recovery = TRUE, maxit = 1000, eps = 1e-10)
X |
matrix of features. Do NOT include intercept. |
Y |
matrix of responses. |
alpha |
numeric scalar; prior value for the alpha parameter (see the model's details). Default is 0.1. |
gamma |
numeric scalar; prior value for the gamma parameter (see the model's details). Default is 1. |
z |
numeric vector; prior support of active variable. Default
is |
intercept |
logical; indicates if a vector of intercepts
should be included in the model. Default is |
normalize |
logical; indicates if predictor variables should
be normalized to have unit L2 norm before fitting. Default is
|
verbose |
integer; activate verbose mode from '0' (nothing) to '2' (detailed output). should be included in the model. Default is |
recovery |
logical; indicates if the full path of models
should be inspected for model selection. Default is |
maxit |
integer; the maximal number of iteration (i.e. number of alternated optimization between each parameter) in the Expectation/Maximization algorithm. |
eps |
a threshold for convergence. Default is |
an object with class spinyreg
, see the
documentation page spinyreg
for details.
See also spinyreg
.
## Not run: data <- read.table(file="http://statweb.stanford.edu/~tibs/ElemStatLearn/datasets/prostate.data") x <- data[, 1:8] y <- data[, 9] out <- spinyreg(x,y,verbose=2) ## End(Not run)
## Not run: data <- read.table(file="http://statweb.stanford.edu/~tibs/ElemStatLearn/datasets/prostate.data") x <- data[, 1:8] y <- data[, 9] out <- spinyreg(x,y,verbose=2) ## End(Not run)
Class of object returned by the spinyreg function.
coefficients
:numeric vector of coefficients with respect to the original input. Contains the intercept if the model owns any.
alpha
:numeric scalar.
gamma
:numeric scalar.
normx
:Vector (class "numeric"
) containing the
square root of the sum of squares of each column of the design
matrix.
residuals
:Vector of residuals.
r.squared
:scalar giving the coefficient of determination.
fitted
:Vector of fitted values.
monitoring
:List (class "list"
) which
contains various indicators dealing with the optimization
process.
intercept
:Logical which indicates if a intercept is included in the model.
This class comes with the usual predict(object, newx, ...)
,
fitted(object, ...)
, residuals(object, ...)
, coefficients(object, ...)
,
print(object, ...)
and show(object)
generic (undocumented) methods.