Class "GroupLassoFit"

Class "GroupLassoFit"

Class "GroupLassoFit"

Details

Class of object returned by the fitting function group.lasso(). Inherits fields and methods of QuadrupenFit

See also

QuadrupenFit, group.lasso()

Super class

quadrupen::QuadrupenFit -> GroupLassoFit

Active bindings

penalty

character describing the regularizer/penalty

group

vector of integers indicating group belonging

type

string indicating whether the \(\ell_1/\ell_2\) or the \(\ell_1/\ell_\infty\) group-Lasso must be fitted.

Methods

Public methods

• GroupLassoFit$new()

• GroupLassoFit$clone()

Inherited methods

• quadrupen::QuadrupenFit$criteria()
• quadrupen::QuadrupenFit$cross_validate()
• quadrupen::QuadrupenFit$fit()
• quadrupen::QuadrupenFit$get_model()
• quadrupen::QuadrupenFit$plot()
• quadrupen::QuadrupenFit$plot_path()
• quadrupen::QuadrupenFit$predict()
• quadrupen::QuadrupenFit$print()
• quadrupen::QuadrupenFit$show()
• quadrupen::QuadrupenFit$stability()

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Method new()

Initialize a GroupLassoFit model

Usage

GroupLassoFit$new(data, intercept, group, type, regParam)

Arguments

data

a DataModel object

intercept

a logical; should an intercept be included in the mode?

group

vector of integers indicating group belonging.

type

string indicating whether the \(\ell_1/\ell_2\) or the \(\ell_1/\ell_\infty\) group-Lasso must be fitted.

regParam

a list with two elements, a vector and a scalar, for the regularization

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Method clone()

The objects of this class are cloneable with this method.

Usage

GroupLassoFit$clone(deep = FALSE)

Arguments

deep

Whether to make a deep clone.