grpl.model {grplasso}R Documentation

Group Lasso models

Description

Generates models to be used for the Group Lasso algorithm.

Usage

grpl.model(invlink, link, nloglik, ngradient, nhessian, check,
           name = "user-specified", comment = "user-specified")
LogReg()
LinReg()
PoissReg()

Arguments

invlink a function with arguments eta implementing the inverse link function.
link a function with arguments mu implementing the link function.
nloglik a function with arguments y, mu and weights implementing the negative log-likelihood function.
ngradient a function with arguments x, y, mu and weights implementing the negative gradient of the log-likelihood function.
nhessian a function with arguments x, mu and weights implementing the negative hessian of the log-likelihood function.
check a function with argument y to check whether the response has the correct format.
name a character name
comment a character comment

Value

An object of class grpl.model.

Examples

    LogReg()

[Package grplasso version 0.4-2 Index]