grpl.model-class function

Class "grpl.model": Group Lasso Models

Objects of class "grpl.model" define link function, negative log-likelihood and corresponding gradient and Hessian for the model to be used in a group lasso problem. class

Objects from the Class

Objects can be created by calls of the form grpl.model(...)

Slots

• invlink: a function with arguments eta

   implementing the inverse link function.
  

• link: a function with arguments mu

   implementing the link function.
  

• nloglik: a function with arguments y, mu and weights implementing the negative

   log-likelihood function.
  

• ngradient: a function with arguments x, y, mu and weights

   implementing the **negative** gradient of the log-likelihood function.
  

• nhessian: a function with arguments x, mu and weights implementing the negative hessian of the log-likelihood function.

• check: a function with argument y to check whether the response has the correct format.

• name: a character name

• comment: a character comment

Methods

• show: object

Examples

LogReg()