| lqa.control {lqa} | R Documentation |
Auxiliary for controlling lqa fitting
Description
Auxiliary function as user interface for lqa fitting. Typically only used when calling lqa or lqa.update2.
Usage
lqa.control (x = NULL, var.eps = .Machine$double.eps, max.steps = 5000,
conv.eps = 0.001, conv.stop = TRUE, c1 = 1e-08,
digits = 5, ...)
Arguments
x |
object of class 'lqa'. This optional argument is just included to be in line with the S3 class concept. |
var.eps |
tolerance in checking for zero variance of some regressors. |
max.steps |
maximum number of steps in the lqa algorithm. |
conv.eps |
tolerance for convergence break in parameter updating. |
conv.stop |
whether or not to stop the iterations when estimated coefficients are converged. |
c1 |
controls the amount of approximation of linear combinations in the penalty term. |
digits |
number of digits of tuning parameter candidates to take into consideration when returning the loss array and mean
array in |
... |
further arguments. |
Value
A list with the arguments as components.
Author(s)
Jan Ulbricht
See Also
Examples
set.seed (1111)
n <- 200
p <- 5
X <- matrix (rnorm (n * p), ncol = p)
X[,2] <- X[,1] + rnorm (n, sd = 0.1)
X[,3] <- X[,1] + rnorm (n, sd = 0.1)
true.beta <- c (1, 2, 0, 0, -1)
y <- drop (X %*% true.beta) + rnorm (n)
control.obj <- lqa.control (max.steps = 200, conv.eps = 1e-3,
conv.stop = FALSE)
obj <- lqa (y ~ X, family = gaussian (), penalty = lasso (1.5),
control = control.obj)
obj$coef
[Package lqa version 1.0-3 Index]