Penalized Regression with Hierarchical Nested Parameterization Structure


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Documentation for package ‘hierNest’ version 1.0.2

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coef.cv.hierNest Extract subgroup-specific coefficients from a cv.hierNest object
coef.cv.sparsegl Extract coefficients from a 'cv.sparsegl' object.
coef.sparsegl Extract model coefficients from a 'sparsegl' object.
cv.hierNest Cross-validated hierarchical nested regularization for subgroup models
estimate_risk Calculate information criteria.
example_data Example dataset
grouped_one_norm Calculate common norms
grouped_sp_norm Calculate common norms
grouped_two_norm Calculate common norms
grouped_zero_norm Calculate common norms
gr_one_norm Calculate common norms
gr_two_norm Calculate common norms
hierNest Fit Hierarchical Nested Regularization Model (hierNest)
make_irls_warmup Create starting values for iterative reweighted least squares
one_norm Calculate common norms
overlapping_gl Fit an Overlapping Group Lasso Model
plot.cv.hierNest Plot method for cv.hierNest objects
plot_contribution Boxplot or bar chart of per-covariate contributions to the linear predictor
predict.cv.sparsegl Make predictions from a 'cv.sparsegl' object.
predict.sparsegl Make predictions from a 'sparsegl' object.
predict_hierNest Predict Method for hierNest Objects
sp_group_norm Calculate common norms
two_norm Calculate common norms
zero_norm Calculate common norms