From: devijvee Date: Fri, 5 Jun 2020 07:35:17 +0000 (+0200) Subject: comment output X-Git-Url: https://git.auder.net/game/scripts/css/index.css?a=commitdiff_plain;h=75b9671477c9093254baedb8e068e70c9b176386;p=valse.git comment output --- diff --git a/pkg/R/main.R b/pkg/R/main.R index 13df89f..aaf5fc7 100644 --- a/pkg/R/main.R +++ b/pkg/R/main.R @@ -18,14 +18,15 @@ #' @param ncores_inner Number of cores for the inner loop on lambda #' @param thresh real, threshold to say a variable is relevant, by default = 1e-8 #' @param grid_lambda, a vector with regularization parameters if known, by default numeric(0) -#' @param size_coll_mod (Maximum) size of a collection of models +#' @param size_coll_mod (Maximum) size of a collection of models, by default 50 #' @param fast TRUE to use compiled C code, FALSE for R code only #' @param verbose TRUE to show some execution traces #' @param plot TRUE to plot the selected models after run #' #' @return -#' The selected model if enough data are available to estimate it, -#' or a list of models otherwise. +#' The selected model (except if 'DDSE' or 'DJump' is used to select a model and the collection of models +#' has less than 11 models, the function returns the collection as it can not select one - in that case, +#' it is adviced to use 'AIC' or 'BIC' to select a model) #' #' @examples #' n = 50; m = 10; p = 5 @@ -43,7 +44,7 @@ #' @export runValse <- function(X, Y, procedure = "LassoMLE", selecMod = "DDSE", gamma = 1, mini = 10, maxi = 50, eps = 1e-04, kmin = 2, kmax = 3, rank.min = 1, rank.max = 5, ncores_outer = 1, - ncores_inner = 1, thresh = 1e-08, grid_lambda = numeric(0), size_coll_mod = 10, + ncores_inner = 1, thresh = 1e-08, grid_lambda = numeric(0), size_coll_mod = 50, fast = TRUE, verbose = FALSE, plot = TRUE) { n <- nrow(X)