Type: Package
Title: A Comprehensive R Package for Best Subset Selection
Version: 1.0.7
Date: 2021-10-10
Maintainer: Liyuan Hu <huly5@mail2.sysu.edu.cn>
Description: The bestridge package is designed to provide a one-stand service for users to successfully carry out best ridge regression in various complex situations via the primal dual active set algorithm proposed by Wen, C., Zhang, A., Quan, S. and Wang, X. (2020) <doi:10.18637/jss.v094.i04>. This package allows users to perform the regression, classification, count regression and censored regression for (ultra) high dimensional data, and it also supports advanced usages like group variable selection and nuisance variable selection.
License: GPL-3
Depends: R (≥ 3.5.0)
Encoding: UTF-8
LazyData: true
Imports: Rcpp (≥ 1.0.3), Matrix(≥ 1.2-6), MASS, pheatmap, survival
LinkingTo: Rcpp, RcppEigen
RoxygenNote: 7.1.1
Suggests: knitr, rmarkdown
VignetteBuilder: knitr
NeedsCompilation: yes
Packaged: 2021-10-10 11:12:50 UTC; test
Author: Liyuan Hu ORCID iD [aut, cre], Jin Zhu ORCID iD [aut], Junxian Zhu [aut], Kangkang Jiang [aut], Yanhang Zhang [aut], Xueqin Wang ORCID iD [aut], Canhong Wen [aut]
Repository: CRAN
Date/Publication: 2021-10-10 11:40:02 UTC

bestridge: A Comprehensive R Package for Best Subset Selection

Description

The bestridge package is designed to provide a one-stand service for users to successfully carry out best ridge regression in various complex situations via the primal dual active set algorithm proposed by Wen, C., Zhang, A., Quan, S. and Wang, X. (2020) <doi:10.18637/jss.v094.i04>. This package allows users to perform the regression, classification, count regression and censored regression for (ultra) high dimensional data, and it also supports advanced usages like group variable selection and nuisance variable selection.

Author(s)

Liyuan Hu, Kangkang Jiang, Yanhang Zhang, Jin Zhu and Xueqin Wang, Canhong Wen.

References

Wen, C., Zhang, A., Quan, S. and Wang, X. (2020). BeSS: An R Package for Best Subset Selection in Linear, Logistic and Cox Proportional Hazards Models, Journal of Statistical Software, Vol. 94(4). doi:10.18637/jss.v094.i04.

Risk factors associated with heart disease

Description

Data from a subset of the Coronary Risk-Factor Study baseline survey, carried out in rural South Africa.

Format

The variables are as follows:

A data frame with 462 observations on 10 variables

Value

No return value

References

Rousseauw, J., du Plessis, J., Benade, A., Jordaan, P., Kotze, J. and Ferreira, J. (1983). Coronary risk factor screening in three rural communities. South African Medical Journal 64: 430-436.

Best subset ridge regression

Description

Best subset ridge regression for generalized linear model and Cox's proportional model.

Usage

bsrr(
  x,
  y,
  family = c("gaussian", "binomial", "poisson", "cox"),
  method = c("pgsection", "sequential", "psequential"),
  tune = c("gic", "ebic", "bic", "aic", "cv"),
  s.list,
  lambda.list = 0,
  s.min,
  s.max,
  lambda.min = 0.001,
  lambda.max = 100,
  nlambda = 100,
  always.include = NULL,
  screening.num = NULL,
  normalize = NULL,
  weight = NULL,
  max.iter = 20,
  warm.start = TRUE,
  nfolds = 5,
  group.index = NULL,
  seed = NULL
)

Arguments

x

Input matrix, of dimension n \times p; each row is an observation vector and each column is a predictor/feature/variable.

y

The response variable, of n observations. For family = "binomial" should be a factor with two levels. For family="poisson", y should be a vector with positive integer. For family = "cox", y should be a two-column matrix with columns named time and status.

family

One of the following models: "gaussian", "binomial", "poisson", or "cox". Depending on the response. Any unambiguous substring can be given.

method

The method to be used to select the optimal model size and L_2 shrinkage. For method = "sequential", we solve the best subset ridge regression problem for each s in 1,2,...,s.max and \lambda in lambda.list. For method = "pgsection" and "psequential", the Powell method is used to solve the best subset ridge regression problem. Any unambiguous substring can be given.

tune

The criterion for choosing the model size and L_2 shrinkage parameters. Available options are "gic", "ebic", "bic", "aic" and "cv". Default is "gic". "cv" is recommanded for BSRR.

s.list

An increasing list of sequential values representing the model sizes. Only used for method = "sequential". Default is 1:min(p, round(n/log(n))).

lambda.list

A lambda sequence for "bsrr". Only used for method = "sequential". Default is exp(seq(log(100), log(0.01), length.out = 100)).

s.min

The minimum value of model sizes. Only used for "psequential" and "pgsection". Default is 1.

s.max

The maximum value of model sizes. Only used for "psequential" and "pgsection". Default is min(p, round(n/log(n))).

lambda.min

The minimum value of lambda. Only used for method = "psequential" and "pgsection". Default is 0.001.

lambda.max

The maximum value of lambda. Only used for method = "psequential" and "pgsection". Default is 100.

nlambda

The number of \lambdas for the Powell path with sequential line search method. Only valid for method = "psequential".

always.include

An integer vector containing the indexes of variables that should always be included in the model.

screening.num

Users can pre-exclude some irrelevant variables according to maximum marginal likelihood estimators before fitting a model by passing an integer to screening.num and the sure independence screening will choose a set of variables of this size. Then the active set updates are restricted on this subset.

normalize

Options for normalization. normalize = 0 for no normalization. Setting normalize = 1 will only subtract the mean of columns of x. normalize = 2 for scaling the columns of x to have \sqrt n norm. normalize = 3 for subtracting the means of the columns of x and y, and also normalizing the columns of x to have \sqrt n norm. If normalize = NULL, by default, normalize will be set 1 for "gaussian", 2 for "binomial" and "poisson", 3 for "cox".

weight

Observation weights. Default is 1 for each observation.

max.iter

The maximum number of iterations in the bsrr function. In most of the case, only a few steps can guarantee the convergence. Default is 20.

warm.start

Whether to use the last solution as a warm start. Default is TRUE.

nfolds

The number of folds in cross-validation. Default is 5.

group.index

A vector of integers indicating the which group each variable is in. For variables in the same group, they should be located in adjacent columns of x and their corresponding index in group.index should be the same. Denote the first group as 1, the second 2, etc. If you do not fit a model with a group structure, please set group.index = NULL. Default is NULL.

seed

Seed to be used to divide the sample into K cross-validation folds. Default is NULL.

Details

The best ridge regression problem with model size s and the shrinkage parameter \lambda is

\min_\beta -2 \log L(\beta) + \lambda\Vert\beta\Vert_2^2 \;\;{\rm s.t.}\;\; \|\beta\|_0 \leq s.

In the GLM case, \log L(\beta) is the log likelihood function; In the Cox model, \log L(\beta) is the log partial likelihood function.

The best subset selection problem is a special case of the best ridge regression problem with the shrinkage \lambda=0.

For each candidate model size and \lambda, the best subset ridge regression problems are solved by the L_2 penalized primal-dual active set (PDAS) algorithm, see Wen et al (2020) for details. This algorithm utilizes an active set updating strategy via primal and dual variables and fits the sub-model by exploiting the fact that their support sets are non-overlap and complementary. For the case of method = "sequential" if warm.start = "TRUE", we run the PDAS algorithm for a list of sequential model sizes and use the estimate from the last iteration as a warm start. For the case of method = "psequential" and method = "pgsection", the Powell method using a sequential line search method or a golden section search technique is used for parameters determination.

Value

A list with class attribute 'bsrr' and named components:

beta

The best fitting coefficients.

coef0

The best fitting intercept.

loss

The training loss of the best fitting model.

ic

The information criterion of the best fitting model when model selection is based on a certain information criterion.

cvm

The mean cross-validated error for the best fitting model when model selection is based on the cross-validation.

lambda

The lambda chosen for the best fitting model

beta.all

For bsrr objects obtained by gsection, pgsection and psequential, beta.all is a matrix with each column be the coefficients of the model in each iterative step in the tuning path. For bsrr objects obtained by sequential method, A list of the best fitting coefficients of size s=0,1,...,p and \lambda in lambda.list with the smallest loss function. For "bsrr" objects of "bsrr" type, the fitting coefficients of the i^{th} \lambda and the j^{th} s are at the i^{th} list component's j^{th} column.

coef0.all

For bsrr objects obtained from gsection, pgsection and psequential, coef0.all contains the intercept for the model in each iterative step in the tuning path. For bsrr objects obtained from sequential path, coef0.all contains the best fitting intercepts of size s=0,1,\dots,p and \lambda in lambda.list with the smallest loss function.

loss.all

For bsrr objects obtained from gsection, pgsection and psequential, loss.all contains the training loss of the model in each iterative step in the tuning path. For bsrr objects obtained from sequential path, this is a list of the training loss of the best fitting intercepts of model size s=0,1,\dots,p and \lambda in lambda.list. For "bsrr" object obtained by "bsrr", the training loss of the i^{th} \lambda and the j^{th} s is at the i^{th} list component's j^{th} entry.

ic.all

For bsrr objects obtained from gsection, pgsection and psequential, ic.all contains the values of the chosen information criterion of the model in each iterative step in the tuning path. For bsrr objects obtained from sequential path, this is a matrix of the values of the chosen information criterion of model size s=0,1,\dots,p and \lambda in lambda.list with the smallest loss function. For "bsrr" object obtained by "bsrr", the training loss of the i^{th} \lambda and the j^{th} s is at the i^{th} row j^{th} column. Only available when model selection is based on a certain information criterion.

cvm.all

For bsrr objects obtained from gsection, pgsection and psequential, cvm.all contains the mean cross-validation error of the model in each iterative step in the tuning path. For bsrr objects obtained from sequential path, this is a matrix of the mean cross-validation error of model size s=0,1,\dots,p and \lambda in lambda.list with the smallest loss function. For "bsrr" object obtained by "bsrr", the training loss of the i^{th} \lambda and the j^{th} s is at the i^{th} row j^{th} column. Only available when model selection is based on the cross-validation.

lambda.all

The lambda chosen for each step in pgsection and psequential.

family

Type of the model.

s.list

The input s.list.

nsample

The sample size.

type

Either "bss" or "bsrr".

method

Method used for tuning parameters selection.

ic.type

The criterion of model selection.

Author(s)

Liyuan Hu, Kangkang Jiang, Yanhang Zhang, Jin Zhu, Canhong Wen and Xueqin Wang.

See Also

plot.bsrr, summary.bsrr, coef.bsrr, predict.bsrr.

Examples


#-------------------linear model----------------------#
# Generate simulated data
n <- 200
p <- 20
k <- 5
rho <- 0.4
seed <- 10
Tbeta <- rep(0, p)
Tbeta[1:k*floor(p/k):floor(p/k)] <- rep(1, k)
Data <- gen.data(n, p, k, rho, family = "gaussian", beta = Tbeta, seed = seed)
x <- Data$x[1:140, ]
y <- Data$y[1:140]
x_new <- Data$x[141:200, ]
y_new <- Data$y[141:200]
lambda.list <- exp(seq(log(5), log(0.1), length.out = 10))
lm.bsrr <- bsrr(x, y, method = "pgsection")
coef(lm.bsrr)
print(lm.bsrr)
summary(lm.bsrr)
pred.bsrr <- predict(lm.bsrr, newx = x_new)

# generate plots
plot(lm.bsrr)
#-------------------logistic model----------------------#
#Generate simulated data
Data <- gen.data(n, p, k, rho, family = "binomial", beta = Tbeta, seed = seed)

x <- Data$x[1:140, ]
y <- Data$y[1:140]
x_new <- Data$x[141:200, ]
y_new <- Data$y[141:200]
lambda.list <- exp(seq(log(5), log(0.1), length.out = 10))
logi.bsrr <- bsrr(x, y, family = "binomial", lambda.list = lambda.list)
coef(logi.bsrr)
print(logi.bsrr)
summary(logi.bsrr)
pred.bsrr <- predict(logi.bsrr, newx = x_new)

# generate plots
plot(logi.bsrr)
#-------------------poisson model----------------------#
Data <- gen.data(n, p, k, rho=0.3, family = "poisson", beta = Tbeta, seed = seed)

x <- Data$x[1:140, ]
y <- Data$y[1:140]
x_new <- Data$x[141:200, ]
y_new <- Data$y[141:200]
lambda.list <- exp(seq(log(5), log(0.1), length.out = 10))
poi.bsrr <- bsrr(x, y, family = "poisson", lambda.list = lambda.list)
coef(poi.bsrr)
print(poi.bsrr)
summary(poi.bsrr)
pred.bsrr <- predict(poi.bsrr, newx = x_new)

# generate plots
plot(poi.bsrr)
#-------------------coxph model----------------------#
#Generate simulated data
Data <- gen.data(n, p, k, rho, family = "cox", scal = 10, beta = Tbeta)

x <- Data$x[1:140, ]
y <- Data$y[1:140, ]
x_new <- Data$x[141:200, ]
y_new <- Data$y[141:200, ]
lambda.list <- exp(seq(log(5), log(0.1), length.out = 10))
cox.bsrr <- bsrr(x, y, family = "cox", lambda.list = lambda.list)
coef(cox.bsrr)
print(cox.bsrr)
summary(cox.bsrr)
pred.bsrr <- predict(cox.bsrr, newx = x_new)

# generate plots
plot(cox.bsrr)

#----------------------High dimensional linear models--------------------#
## Not run: 
data <- gen.data(n, p = 1000, k, family = "gaussian", seed = seed)

# Best subset selection with SIS screening
lm.high <- bsrr(data$x, data$y, screening.num = 100)

## End(Not run)

#-------------------group selection----------------------#
beta <- rep(c(rep(1,2),rep(0,3)), 4)
Data <- gen.data(200, 20, 5, rho=0.4, beta = beta, seed =10)
x <- Data$x
y <- Data$y

group.index <- c(rep(1, 2), rep(2, 3), rep(3, 2), rep(4, 3),
                rep(5, 2), rep(6, 3), rep(7, 2), rep(8, 3))
lm.groupbsrr <- bsrr(x, y, s.min = 1, s.max = 8, group.index = group.index)
coef(lm.groupbsrr)
print(lm.groupbsrr)
summary(lm.groupbsrr)
pred.groupl0l2 <- predict(lm.groupbsrr, newx = x_new)
#-------------------include specified variables----------------------#
Data <- gen.data(n, p, k, rho, family = "gaussian", beta = Tbeta, seed = seed)
lm.bsrr <- bsrr(Data$x, Data$y, always.include = 2)

Provides estimated coefficients from a fitted "bsrr" object.

Description

This function provides estimated coefficients from a fitted "bsrr" object.

Usage

## S3 method for class 'bsrr'
coef(object, sparse = TRUE, ...)

Arguments

object

A "bsrr" project.

sparse

Logical or NULL, specifying whether the coefficients should be presented as sparse matrix or not.

...

Other arguments.

Value

If sparse == FALSE, a vector containing the estimated coefficients from a fitted "bsrr" object is returned. If sparse == TRUE, a dgCMatrix containing the estimated coefficients is returned.

Author(s)

Liyuan Hu, Kangkang Jiang, Yanhang Zhang, Jin Zhu, Canhong Wen and Xueqin Wang.

See Also

bsrr, print.bsrr.

Examples


# Generate simulated data
n <- 200
p <- 20
k <- 5
rho <- 0.4
seed <- 10
Tbeta <- rep(0, p)
Tbeta[1:k*floor(p/k):floor(p/k)] <- rep(1, k)
Data <- gen.data(n, p, k, rho, family = "gaussian", beta = Tbeta, seed = seed)
lambda.list <- exp(seq(log(5), log(0.1), length.out = 10))
lm.bsrr <- bsrr(Data$x, Data$y, method = "pgsection")
coef(lm.bsrr)

Extract the deviance from a "bsrr.one" object.

Description

Similar to other deviance methods, which returns deviance from a fitted "bsrr.one" object.

Usage

## S3 method for class 'bsrr'
deviance(object, best.model = TRUE, ...)

Arguments

object

A "bsrr" object.

best.model

Whether only return the loglikelihood of the best model. Default is TRUE. If best.model = FALSE, the loglikelihood of the best models with model size and \lambda in the original s.list and lambda.list (for method = "sequential") or in the iteration path (for method = "gsection", method = "pgsection", and method = "psequential") is returned.

...

additional arguments

Value

A matrix or vector containing the deviance for each model is returned. For bsrr object fitted by sequantial method, values in each row in the returned matrix corresponding to the model size in s.list, and each column the shrinkage parameters in lambda.list.

For bsrr object fitted by gsection, pgsection and psequential, the returned vector contains deviance for fitted models in each iteration. The coefficients of those model can be extracted from beta.all and coef0.all in the bsrr object.

Author(s)

Liyuan Hu, Kangkang Jiang, Yanhang Zhang, Jin Zhu, Canhong Wen and Xueqin Wang.

See Also

bsrr, summary.bsrr.

Examples


# Generate simulated data
n <- 200
p <- 20
k <- 5
rho <- 0.4
seed <- 10
Tbeta <- rep(0, p)
Tbeta[1:k*floor(p/k):floor(p/k)] <- rep(1, k)
Data <- gen.data(n, p, k, rho, family = "gaussian", seed = seed)
lm.bsrr <- bsrr(Data$x, Data$y, method = "sequential")

deviance(lm.bsrr)
deviance(lm.bsrr, best.model = FALSE)

Duke breast cancer data

Description

This data set details microarray experiment for breast cancer patients.

Format

A data frame with 46 rows and 7130 variables, where the first variable is the label of estrogen receptor-positive/negative, and the remaining 7129 variables are 7129 gene.

Details

The binary variable Status is used to classify the patients into estrogen receptor-positive (y = 0) and estrogen receptor-negative (y = 1). The other variables contain the expression level of the considered genes.

References

M. West, C. Blanchette, H. Dressman, E. Huang, S. Ishida, R. Spang, H. Zuzan, J.A. Olson, Jr., J.R. Marks and Joseph R. Nevins (2001) <doi:10.1073/pnas.201162998> Predicting the clinical status of human breast cancer by using gene expression profiles, Proceedings of the National Academy of Sciences of the USA, Vol 98(20), 11462-11467.

Generate simulated data

Description

Generate data for simulations under the generalized linear model and Cox model.

Usage

gen.data(
  n,
  p,
  k = NULL,
  rho = 0,
  family = c("gaussian", "binomial", "poisson", "cox"),
  beta = NULL,
  cortype = 1,
  snr = 10,
  censoring = TRUE,
  c = 1,
  scal,
  sigma = 1,
  seed = 1
)

Arguments

n

The number of observations.

p

The number of predictors of interest.

k

The number of nonzero coefficients in the underlying regression model. Can be omitted if beta is supplied.

rho

A parameter used to characterize the pairwise correlation in predictors. Default is 0.

family

The distribution of the simulated data. "gaussian" for gaussian data."binomial" for binary data. "poisson" for count data. "cox" for survival data.

beta

The coefficient values in the underlying regression model.

cortype

The correlation structure. cortype = 1 denotes the exponential structure, where the covariance matrix has (i,j) entry equals rho^{|i-j|}. codecortype = 2 denotes the constant structure, where the (i,j) entry of covariance matrix is rho for every i \neq j and 1 elsewhere. cortype = 3 denotes the moving average structure. Details can be found below.

snr

A numerical value controlling the signal-to-noise ratio (SNR). The SNR is defined as as the variance of x\beta divided by the variance of a gaussian noise: \frac{Var(x\beta)}{\sigma^2}. The gaussian noise \epsilon is set with mean 0 and variance. The noise is added to the linear predictor \eta = x\beta. Default is snr = 10. This option is invalid for cortype = 3.

censoring

Whether data is censored or not. Valid only for family = "cox". Default is TRUE.

c

The censoring rate. Default is 1.

scal

A parameter in generating survival time based on the Weibull distribution. Only used for the "cox" family.

sigma

A parameter used to control the signal-to-noise ratio. For linear regression, it is the error variance \sigma^2. For logistic regression and Cox's model, the larger the value of sigma, the higher the signal-to-noise ratio. Valid only for cortype = 3.

seed

seed to be used in generating the random numbers.

Details

We generate an n \times p random Gaussian matrix X with mean 0 and a covariance matrix with an exponential structure or a constant structure. For the exponential structure, the covariance matrix has (i,j) entry equals rho^{|i-j|}. For the constant structure, the (i,j) entry of the covariance matrix is rho for every i \neq j and 1 elsewhere. For the moving average structure, For the design matrix X, we first generate an n \times p random Gaussian matrix \bar{X} whose entries are i.i.d. \sim N(0,1) and then normalize its columns to the \sqrt n length. Then the design matrix X is generated with X_j = \bar{X}_j + \rho(\bar{X}_{j+1}+\bar{X}_{j-1}) for j=2,\dots,p-1.

For family = "gaussian" , the data model is

Y = X \beta + \epsilon.

The underlying regression coefficient \beta has uniform distribution [m, 100m], m=5 \sqrt{2log(p)/n}.

For family= "binomial", the data model is

Prob(Y = 1) = \exp(X \beta + \epsilon)/(1 + \exp(X \beta + \epsilon)).

The underlying regression coefficient \beta has uniform distribution [2m, 10m], m = 5\sigma \sqrt{2log(p)/n}.

For family = "poisson" , the data is modeled to have an exponential distribution:

Y = Exp(\exp(X \beta + \epsilon)).

For family = "cox", the data model is

T = (-\log(S(t))/\exp(X \beta))^{1/scal}.

The centering time is generated from uniform distribution [0, c], then we define the censor status as \delta = I\{T \leq C\}, R = min\{T, C\}. The underlying regression coefficient \beta has uniform distribution [2m, 10m], m = 5\sigma \sqrt{2log(p)/n}. In the above models, \epsilon \sim N(0, \sigma^2 ), where \sigma^2 is determined by the snr.

Value

x

Design matrix of predictors.

y

Response variable.

Tbeta

The coefficients used in the underlying regression model.

Author(s)

Liyuan Hu, Kangkang Jiang, Yanhang Zhang, Jin Zhu, Canhong Wen and Xueqin Wang.

See Also

bsrr, predict.bsrr.

Examples


# Generate simulated data
n <- 200
p <- 20
k <- 5
rho <- 0.4
SNR <- 10
cortype <- 1
seed <- 10
Data <- gen.data(n, p, k, rho, family = "gaussian", cortype = cortype, snr = SNR, seed = seed)
x <- Data$x[1:140, ]
y <- Data$y[1:140]
x_new <- Data$x[141:200, ]
y_new <- Data$y[141:200]
lambda.list <- exp(seq(log(5), log(0.1), length.out = 10))
lm.bsrr <- bsrr(x, y, method = "pgsection")

breast cancer data set

Description

Gravier et al. (2010) have considered small, invasive ductal carcinomas without axillary lymph node involvement (T1T2N0) to predict metastasis of small node-negative breast carcinoma. Using comparative genomic hybridization arrays, they examined 168 patients over a five-year period. The 111 patients with no event after diagnosis were labelled good, and the 57 patients with early metastasis were labelled poor.

Format

A list containing the design matrix X and response matrix y

Value

No return value

Source

https://github.com/ramhiser

References

Eleonore Gravier., Gaelle Pierron., and Anne Vincent-Salomon. (2010). A prognostic DNA signature for T1T2 node-negative breast cancer patients.

Extract the log-likelihood from a "bsrr.one" object.

Description

This function returns the log-likelihood for the fitted models.

Usage

## S3 method for class 'bsrr'
logLik(object, best.model = TRUE, ...)

Arguments

object

A "bsrr" object.

best.model

Whether only return the log-likelihood of the best model. Default is TRUE. If best.model = FALSE, the log-likelihood of the best models with model size and \lambda in the original s.list and lambda.list (for method = "sequential") or in the iteration path (for method = "gsection", method = "pgsection", and method = "psequential") is returned.

...

additional arguments

Details

The log-likelihood for the best model chosen by a certain information criterion or cross-validation corresponding to the call in bsrr or the best models with model size and \lambda in the original s.list and lambda.list (or the in the iteration path) can be returned. For "lm" fits it is assumed that the scale has been estimated (by maximum likelihood or REML), and all the constants in the log-likelihood are included.

Value

A matrix or vector containing the log-likelihood for each model is returned. For bsrr objects fitted by sequantial method, values in each row in the returned matrix corresponding to the model size in s.list, and each column the shrinkage parameters in lambda.list.

For bsrr objects fitted by gsection, pgsection and psequential, the returned vector contains log-likelihood for fitted models in each iteration. The coefficients of those model can be extracted from beta.all and coef0.all in the bsrr object.

Author(s)

Liyuan Hu, Kangkang Jiang, Yanhang Zhang, Jin Zhu, Canhong Wen and Xueqin Wang.

See Also

bsrr, summary.bsrr.

Examples


# Generate simulated data
n <- 200
p <- 20
k <- 5
rho <- 0.4
SNR <- 10
cortype <- 1
seed <- 10
Tbeta <- rep(0, p)
Tbeta[1:k*floor(p/k):floor(p/k)] <- rep(1, k)
Data <- gen.data(n, p, k, rho, family = "gaussian", cortype = cortype, snr = SNR, seed = seed)
lm.bsrr <- bsrr(Data$x, Data$y, method = "sequential")

logLik(lm.bsrr, best.model = FALSE)

Lymphoma patients data set

Description

Lymphoma patients data set

Format

patient.data A list with survival times, staus and covariates from patients.

Details

A subset of the data set of lymphoma patients used in the study of Alizadeh et al. (2000) and also Simon et al. (2011).

References

Alizadeh, A. A., et al. (2000). Distinct types of diffuse large B-cell lymphoma identified by gene expression profiling. Nature, 403(6769), p.503 Simon, N., Friedman, J., Hastie, T., & Tibshirani, R. (2011). Regularization paths for Cox's proportional hazards model via coordinate descent. Journal of statistical software, 39(5), 1.

Produces a coefficient profile plot of the coefficient or loss function paths

Description

Produces a coefficient profile plot of the coefficient or loss function paths

Usage

## S3 method for class 'bsrr'
plot(
  x,
  type = c("tune", "coefficients"),
  lambda = NULL,
  sign.lambda = 0,
  breaks = T,
  K = NULL,
  ...
)

Arguments

x

A "bsrr" object.

type

One of "tune", "coefficients", "both". For "bsrr" with L_2 shrinkage: If (type = "tune"), the path of corresponding information criterion or cross-validation loss is provided; If type = "coefficients", a lambda should be provided and and this funciton provides a coefficient profile plot of the coefficient; For "bsrr" object without L_2 shrinkage: If type = "tune", a path of lcorresponding information criterion or cross-validation loss is provided. If type = "coefficients", it provides a coefficient profile plot of the coefficient.

lambda

For "bsrr" with L_2 shrinkage: To plot the change of coefficients with lambda equals this value for type = "coefficients" or type = "both".

sign.lambda

For "bsrr" with L_2 shrinkage: A logical value indicating whether to show lambda on log scale. Default is 0.

breaks

For "bsrr" object without L_2 shrinkage: If TRUE, a vertical line is drawn at a specified break point in the coefficient paths.

K

For "bsrr" object without L_2 shrinkage: Which break point should the vertical line be drawn at. Default is the optimal model size.

...

Other graphical parameters to plot

Value

No return value, called for plots generation

Author(s)

Liyuan Hu, Kangkang Jiang, Yanhang Zhang, Jin Zhu, Canhong Wen and Xueqin Wang.

See Also

bsrr.

Examples


# Generate simulated data
n <- 200
p <- 20
k <- 5
rho <- 0.4
seed <- 10
Tbeta <- rep(0, p)
Tbeta[1:k*floor(p/k):floor(p/k)] <- rep(1, k)
Data <- gen.data(n, p, k, rho, family = "gaussian", beta = Tbeta, seed = seed)
lambda.list <- exp(seq(log(5), log(0.1), length.out = 10))
lm.bsrr <- bsrr(Data$x, Data$y, method = "pgsection")

# generate plots
plot(lm.bsrr)

make predictions from a "bsrr" object.

Description

Returns predictions from a fitted "bsrr" object.

Usage

## S3 method for class 'bsrr'
predict(object, newx, type = c("link", "response"), ...)

Arguments

object

Output from the bsrr function.

newx

New data used for prediction. If omitted, the fitted linear predictors are used.

type

type = "link" gives the linear predictors for "binomial", "poisson" or "cox" models; for "gaussian" models it gives the fitted values. type = "response" gives the fitted probabilities for "binomial", fitted mean for "poisson" and the fitted relative-risk for "cox"; for "gaussian", type = "response" is equivalent to type = "link"

...

Additional arguments affecting the predictions produced.

Value

The object returned depends on the types of family.

Author(s)

Liyuan Hu, Kangkang Jiang, Yanhang Zhang, Jin Zhu, Canhong Wen and Xueqin Wang.

See Also

bsrr.

Examples


#-------------------linear model----------------------#
# Generate simulated data
n <- 200
p <- 20
k <- 5
rho <- 0.4
seed <- 10
Tbeta <- rep(0, p)
Tbeta[1:k*floor(p/k):floor(p/k)] <- rep(1, k)
Data <- gen.data(n, p, k, rho, family = "gaussian", beta = Tbeta, seed = seed)
x <- Data$x[1:140, ]
y <- Data$y[1:140]
x_new <- Data$x[141:200, ]
y_new <- Data$y[141:200]
lambda.list <- exp(seq(log(5), log(0.1), length.out = 10))
lm.bsrr <- bsrr(x, y, method = "pgsection")

pred.bsrr <- predict(lm.bsrr, newx = x_new)

#-------------------logistic model----------------------#
#Generate simulated data
Data <- gen.data(n, p, k, rho, family = "binomial", beta = Tbeta, seed = seed)

x <- Data$x[1:140, ]
y <- Data$y[1:140]
x_new <- Data$x[141:200, ]
y_new <- Data$y[141:200]
lambda.list <- exp(seq(log(5), log(0.1), length.out = 10))
logi.bsrr <- bsrr(x, y, tune="cv",
                 family = "binomial", lambda.list = lambda.list, method = "sequential")

pred.bsrr <- predict(logi.bsrr, newx = x_new)

#-------------------coxph model----------------------#
#Generate simulated data
Data <- gen.data(n, p, k, rho, family = "cox", beta = Tbeta, scal = 10)

x <- Data$x[1:140, ]
y <- Data$y[1:140, ]
x_new <- Data$x[141:200, ]
y_new <- Data$y[141:200, ]
lambda.list <- exp(seq(log(5), log(0.1), length.out = 10))
cox.bsrr <- bsrr(x, y, family = "cox", lambda.list = lambda.list)

pred.bsrr <- predict(cox.bsrr, newx = x_new)

#-------------------group selection----------------------#
beta <- rep(c(rep(1,2),rep(0,3)), 4)
Data <- gen.data(200, 20, 5, rho=0.4, beta = beta, seed =10)
x <- Data$x
y <- Data$y

group.index <- c(rep(1, 2), rep(2, 3), rep(3, 2), rep(4, 3),
                rep(5, 2), rep(6, 3), rep(7, 2), rep(8, 3))
lm.groupbsrr <- bsrr(x, y, s.min = 1, s.max = 8, group.index = group.index)

pred.groupbsrr <- predict(lm.groupbsrr, newx = x_new)

print method for a "bsrr" object

Description

Print the primary elements of the "bsrr" object.

Usage

## S3 method for class 'bsrr'
print(x, digits = max(5, getOption("digits") - 5), nonzero = FALSE, ...)

Arguments

x

A "bsrr" object.

digits

Minimum number of significant digits to be used.

nonzero

Whether the output should only contain the non-zero coefficients.

...

additional print arguments

Details

prints the fitted model and returns it invisibly.

Value

No return value, called for side effect

Author(s)

Liyuan Hu, Kangkang Jiang, Yanhang Zhang, Jin Zhu, Canhong Wen and Xueqin Wang.

See Also

bsrr, coef.bsrr.

Examples


# Generate simulated data
n = 200
p = 20
k = 5
rho = 0.4
seed = 10
Tbeta <- rep(0, p)
Tbeta[1:k*floor(p/k):floor(p/k)] <- rep(1, k)
Data = gen.data(n, p, k, rho, family = "gaussian", beta = Tbeta, seed=seed)
lambda.list = exp(seq(log(5), log(0.1), length.out = 10))
lm.bsrr = bsrr(Data$x, Data$y, lambda.list = lambda.list, method = "sequential")

print(lm.bsrr)

Factors associated with prostate specific antigen

Description

Data from a study by by Stamey et al. (1989) to examine the association between prostate specific antigen (PSA) and several clinical measures that are potentially associated with PSA in men who were about to receive a radical prostatectomy. The variables are as follows:

Format

A data frame with 97 observations on 9 variables

Value

No return value

References

Stamey, T., Kabalin, J., McNeal, J., Johnstone, I., Freiha, F., Redwine, E. and Yang, N. (1989). Prostate specific antigen in the diagnosis and treatment of adenocarcinoma of the prostate II. Radical prostatectomy treated patients, Journal of Urology 16: 1076-1083.

summary method for a "bsrr" object

Description

Print a summary of the "bsrr" object.

Usage

## S3 method for class 'bsrr'
summary(object, ...)

Arguments

object

A "bsrr" object.

...

additional print arguments

Value

No return value

Author(s)

Liyuan Hu, Kangkang Jiang, Yanhang Zhang, Jin Zhu, Canhong Wen and Xueqin Wang.

See Also

bsrr.

Examples



#-------------------linear model----------------------#
# Generate simulated data
n <- 200
p <- 20
k <- 5
rho <- 0.4
seed <- 10
Tbeta <- rep(0, p)
Tbeta[1:k*floor(p/k):floor(p/k)] <- rep(1, k)
Data <- gen.data(n, p, k, rho, family = "gaussian", beta = Tbeta, seed = seed)
lambda.list <- exp(seq(log(5), log(0.1), length.out = 10))
lm.bsrr <- bsrr(Data$x, Data$y, method = "pgsection")

summary(lm.bsrr)

#-------------------group selection----------------------#
beta <- rep(c(rep(1,2),rep(0,3)), 4)
Data <- gen.data(200, 20, 5, rho=0.4, beta = beta, snr = 100, seed =10)

group.index <- c(rep(1, 2), rep(2, 3), rep(3, 2), rep(4, 3),
                rep(5, 2), rep(6, 3), rep(7, 2), rep(8, 3))
lm.groupbsrr <- bsrr(Data$x, Data$y, s.min = 1, s.max = 8, group.index = group.index)

summary(lm.groupbsrr)

The Bardet-Biedl syndrome Gene expression data

Description

Gene expression data (500 gene probes for 120 samples) from the microarray experiments of mammalianeye tissue samples of Scheetz et al. (2006).

Format

A data frame with 120 rows and 501 variables, where the first variable is the expression level of TRIM32 gene, and the remaining 500 variables are 500 gene probes.

Details

In this study, laboratory rats (Rattus norvegicus) were studied to learn about gene expression and regulation in the mammalian eye. Inbred rat strains were crossed and tissue extracted from the eyes of 120 animals from the F2 generation. Microarrays were used to measure levels of RNA expression in the isolated eye tissues of each subject. Of the 31,000 different probes, 18,976 were detected at a sufficient level to be considered expressed in the mammalian eye. For the purposes of this analysis, we treat one of those genes, Trim32, as the outcome. Trim32 is known to be linked with a genetic disorder called Bardet-Biedl Syndrome (BBS): the mutation (P130S) in Trim32 gives rise to BBS.

Note

This data set contains 120 samples with 500 predictors. The 500 predictors are features with maximum marginal correlation to Trim32 gene.

References

T. Scheetz, k. Kim, R. Swiderski, A. Philp, T. Braun, K. Knudtson, A. Dorrance, G. DiBona, J. Huang, T. Casavant, V. Sheffield, E. Stone. Regulation of gene expression in the mammalian eye and its relevance to eye disease. Proceedings of the National Academy of Sciences of the United States of America, 2006.