Flexible Co-Data Learning for High-Dimensional Prediction


[Up] [Top]

Documentation for package ‘ecpc’ version 3.0

Help Pages

ecpc-package Flexible Co-Data Learning for High-Dimensional Prediction
createCon Create a list of constraints for co-data weight estimation
createGroupset Create a group set (groups) of variables
createS Create a generalised penalty matrix
createZforGroupset Create a co-data matrix Z for a group set
createZforSplines Create a co-data matrix Z of splines
cv.ecpc Cross-validation for 'ecpc'
ecpc Fit adaptive multi-group ridge GLM with hypershrinkage
hierarchicalLasso Fit hierarchical lasso using LOG penalty
obtainHierarchy Obtain hierarchy
postSelect Perform posterior selection
produceFolds Produce folds
simDat Simulate data
splitMedian Discretise continuous data in multiple granularities
visualiseGroupset Visualise a group set
visualiseGroupsetweights Visualise estimated group set weights
visualiseGroupweights Visualise estimated group weights