Control Settings for islasso Model Fitting

Auxiliary function used to configure and customize the fitting process of islasso models.

Usage

is.control(
  sigma2 = -1,
  tol = 1e-05,
  itmax = 1000,
  stand = TRUE,
  trace = 0,
  nfolds = 5,
  seed = NULL,
  adaptive = FALSE,
  g = 0.5,
  b0 = NULL,
  V0 = NULL,
  c = 0.5
)

Arguments

sigma2

Numeric. Fixed value of the dispersion parameter. If -1 (default), it is estimated from data.

tol

Numeric. Tolerance level to declare convergence. Default is 1e-5.

itmax

Integer. Maximum number of iterations. Default is 1000.

stand

Logical. If TRUE (default), standardizes covariates before fitting. Returned coefficients remain on the original scale.

trace

Integer. Controls verbosity of the iterative procedure:

• 0 - no printing,

• 1 - compact printing,

• 2 - detailed printing,

• 3 - compact printing with Fisher scoring info (only for GLM).

nfolds

Integer. Number of folds for CV if lambda is missing in islasso. Defaults to 5.

seed

Optional. Integer seed for reproducibility in cross-validation.

adaptive

Logical. If TRUE, fits an adaptive LASSO. (Experimental)

g

Numeric in [0,1]. Governs BIC selection: g = 0 is standard BIC; g = 0.5 is extended BIC.

b0

Optional. Starting values for regression coefficients. If NULL, uses glmnet estimates.

V0

Optional. Initial covariance matrix. Defaults to identity matrix if NULL.

c

Numeric. Controls the weight in the induced smoothed LASSO. Default is 0.5; use -1 to recompute at every iteration.

Value

A list of control parameters for use in islasso.

See also

islasso, islasso.path

Author

Gianluca Sottile gianluca.sottile@unipa.it