The hardware and bandwidth for this mirror is donated by dogado GmbH, the Webhosting and Full Service-Cloud Provider. Check out our Wordpress Tutorial.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]dogado.de.

BrokenAdaptiveRidge

Build Status codecov.io CRAN_Status_Badge CRAN_Status_Badge

BrokenAdaptiveRidge is part of HADES.

Introduction

BrokenAdaptiveRidge is an R package for performing L_0-based regressions using Cyclops

Examples

library(Cyclops)
library(BrokenAdaptiveRidge)

## data dimension
p <- 30    # number of covariates
n <- 200   # sample size

## logistic model parameters 
itcpt     <- 0.2 # intercept
true.beta <- c(1, 0, 0, -1, 1, rep(0, p - 5))

## simulate data from logistic model
set.seed(100)

x <- matrix(rnorm(p * n, mean = 0, sd = 1), ncol = p)
x <- ifelse(abs(x) > 1., 1, 0)
y <- rbinom(n, 1, 1 / (1 + exp(-itcpt - x%*%true.beta)))


# fit BAR model
cyclopsData <- createCyclopsData(y ~ x, modelType = "lr")
barPrior    <- createBarPrior(penalty = 0.1, exclude = c("(Intercept)"), 
                             initialRidgeVariance = 1) 

cyclopsFit <- fitCyclopsModel(cyclopsData,
                             prior = barPrior)
fit1 <- coef(cyclopsFit) 

# fit BAR using sparse-represented covariates
tmp <- apply(x, 1, function(x) which(x != 0))

y.df <- data.frame(rowId = 1:n, y = y)
x.df <- data.frame(rowId = rep(1:n, lengths(tmp)), covariateId = unlist(tmp), covariateValue = 1)

cyclopsData <- convertToCyclopsData(outcomes = y.df, covariates = x.df, modelType = "lr")
barPrior    <- createFastBarPrior(penalty = 0.1, exclude = c("(Intercept)"), 
                                 initialRidgeVariance = 1) 

fit2 <- coef(cyclopsFit) 

# fit BAR using cyclic algorithm
cyclopsData <- createCyclopsData(y ~ x, modelType = "lr")
barPrior    <- createFastBarPrior(penalty = 0.1, exclude = c("(Intercept)"), 
                             initialRidgeVariance = 1) 

cyclopsFit <- fitCyclopsModel(cyclopsData,
                             prior = barPrior)
fit3 <- coef(cyclopsFit) 

fit1
fit2
fit3

Technology

BrokenAdaptiveRidge is an R package.

System Requirements

Requires R (version 3.2.0 or higher).

Dependencies

Installation

To install the latest stable version, install from CRAN:

install.packages("BrokenAdaptiveRidge")

User Documentation

Documentation can be found on the package website.

PDF versions of the documentation are also available:

Support

License

BrokenAdaptiveRidge is licensed under Apache License 2.0.

Development

BrokenAdaptiveRidge is being developed in R Studio.

Acknowledgements

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
Health stats visible at Monitor.