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Commit 92ac219c authored by Armin Rauschenberger's avatar Armin Rauschenberger
Browse files

automation

parent 55267e0c
Package: cornet
Version: 0.0.1
Title: Elastic Net for Dichotomised Outcomes
Description: Implements lasso and ridge regression for dichotomised outcomes.
Description: Implements lasso and ridge regression for dichotomised outcomes. (Such outcomes are not naturally but artificially binary.)
Depends: R (>= 3.0.0)
Imports: glmnet
Imports: glmnet, palasso
Suggests: knitr, testthat
Enhances: RColorBrewer
Authors@R: person("Armin","Rauschenberger",email="a.rauschenberger@vumc.nl",role=c("aut","cre"))
......@@ -11,5 +11,5 @@ VignetteBuilder: knitr
License: GPL-3
LazyData: true
RoxygenNote: 6.1.0
URL: https://github.com/rauschenberger/colasso
BugReports: https://github.com/rauschenberger/colasso/issues
URL: https://github.com/rauschenberger/cornet
BugReports: https://github.com/rauschenberger/cornet/issues
......@@ -3,6 +3,5 @@
S3method(coef,cornet)
S3method(plot,cornet)
S3method(predict,cornet)
export(.compare)
export(.test)
S3method(print,cornet)
export(cornet)
This diff is collapsed.
......@@ -92,7 +92,7 @@
<ul class="nav navbar-nav navbar-right">
<li>
<a href="https://github.com/rauschenberger/colasso">
<a href="https://github.com/rauschenberger/cornet">
<span class="fa fa-github fa-lg"></span>
</a>
......
......@@ -62,7 +62,7 @@
</ul>
<ul class="nav navbar-nav navbar-right">
<li>
<a href="https://github.com/rauschenberger/colasso">
<a href="https://github.com/rauschenberger/cornet">
<span class="fa fa-github fa-lg"></span>
</a>
......@@ -82,7 +82,7 @@
<h1>Lasso and ridge regression for dichotomised outcomes</h1>
<small class="dont-index">Source: <a href="https://github.com/rauschenberger/colasso/blob/master/vignettes/vignette.Rmd"><code>vignettes/vignette.Rmd</code></a></small>
<small class="dont-index">Source: <a href="https://github.com/rauschenberger/cornet/blob/master/vignettes/vignette.Rmd"><code>vignettes/vignette.Rmd</code></a></small>
<div class="hidden name"><code>vignette.Rmd</code></div>
</div>
......
......@@ -92,7 +92,7 @@
<ul class="nav navbar-nav navbar-right">
<li>
<a href="https://github.com/rauschenberger/colasso">
<a href="https://github.com/rauschenberger/cornet">
<span class="fa fa-github fa-lg"></span>
</a>
......
......@@ -10,7 +10,7 @@
<script src="https://maxcdn.bootstrapcdn.com/bootstrap/3.3.7/js/bootstrap.min.js" integrity="sha384-Tc5IQib027qvyjSMfHjOMaLkfuWVxZxUPnCJA7l2mCWNIpG9mGCD8wGNIcPD7Txa" crossorigin="anonymous"></script><!-- Font Awesome icons --><link href="https://maxcdn.bootstrapcdn.com/font-awesome/4.6.3/css/font-awesome.min.css" rel="stylesheet" integrity="sha384-T8Gy5hrqNKT+hzMclPo118YTQO6cYprQmhrYwIiQ/3axmI1hQomh7Ud2hPOy8SP1" crossorigin="anonymous">
<!-- clipboard.js --><script src="https://cdnjs.cloudflare.com/ajax/libs/clipboard.js/1.7.1/clipboard.min.js" integrity="sha384-cV+rhyOuRHc9Ub/91rihWcGmMmCXDeksTtCihMupQHSsi8GIIRDG0ThDc3HGQFJ3" crossorigin="anonymous"></script><!-- sticky kit --><script src="https://cdnjs.cloudflare.com/ajax/libs/sticky-kit/1.1.3/sticky-kit.min.js" integrity="sha256-c4Rlo1ZozqTPE2RLuvbusY3+SU1pQaJC0TjuhygMipw=" crossorigin="anonymous"></script><!-- pkgdown --><link href="pkgdown.css" rel="stylesheet">
<script src="pkgdown.js"></script><meta property="og:title" content="Elastic Net for Dichotomised Outcomes">
<meta property="og:description" content="Implements lasso and ridge regression for dichotomised outcomes.">
<meta property="og:description" content="Implements lasso and ridge regression for dichotomised outcomes. (Such outcomes are not naturally but artificially binary.)">
<meta name="twitter:card" content="summary">
<!-- mathjax --><script src="https://mathjax.rstudio.com/latest/MathJax.js?config=TeX-AMS-MML_HTMLorMML"></script><!--[if lt IE 9]>
<script src="https://oss.maxcdn.com/html5shiv/3.7.3/html5shiv.min.js"></script>
......@@ -62,7 +62,7 @@
</ul>
<ul class="nav navbar-nav navbar-right">
<li>
<a href="https://github.com/rauschenberger/colasso">
<a href="https://github.com/rauschenberger/cornet">
<span class="fa fa-github fa-lg"></span>
</a>
......@@ -109,9 +109,9 @@ devtools<span class="op">::</span><span class="kw"><a href="http://www.rdocument
<div class="links">
<h2>Links</h2>
<ul class="list-unstyled">
<li>Browse source code at <br><a href="https://github.com/rauschenberger/colasso">https://​github.com/​rauschenberger/​colasso</a>
<li>Browse source code at <br><a href="https://github.com/rauschenberger/cornet">https://​github.com/​rauschenberger/​cornet</a>
</li>
<li>Report a bug at <br><a href="https://github.com/rauschenberger/colasso/issues">https://​github.com/​rauschenberger/​colasso/​issues</a>
<li>Report a bug at <br><a href="https://github.com/rauschenberger/cornet/issues">https://​github.com/​rauschenberger/​cornet/​issues</a>
</li>
</ul>
</div>
......
......@@ -92,7 +92,7 @@
<ul class="nav navbar-nav navbar-right">
<li>
<a href="https://github.com/rauschenberger/colasso">
<a href="https://github.com/rauschenberger/cornet">
<span class="fa fa-github fa-lg"></span>
</a>
......@@ -110,7 +110,7 @@
<div class="col-md-9 contents">
<div class="page-header">
<h1>Changelog <small></small></h1>
<small>Source: <a href='https://github.com/rauschenberger/colasso/blob/master/NEWS.md'><code>NEWS.md</code></a></small>
<small>Source: <a href='https://github.com/rauschenberger/cornet/blob/master/NEWS.md'><code>NEWS.md</code></a></small>
</div>
<div id="cornet-0-0-0-2019-01-17" class="section level2">
......
......@@ -96,7 +96,7 @@ under the penalty parameter that minimises the cross-validated loss." />
<ul class="nav navbar-nav navbar-right">
<li>
<a href="https://github.com/rauschenberger/colasso">
<a href="https://github.com/rauschenberger/cornet">
<span class="fa fa-github fa-lg"></span>
</a>
......@@ -114,7 +114,7 @@ under the penalty parameter that minimises the cross-validated loss." />
<div class="col-md-9 contents">
<div class="page-header">
<h1>Extract estimated coefficients</h1>
<small class="dont-index">Source: <a href='https://github.com/rauschenberger/colasso/blob/master/R/functions.R'><code>R/functions.R</code></a></small>
<small class="dont-index">Source: <a href='https://github.com/rauschenberger/cornet/blob/master/R/functions.R'><code>R/functions.R</code></a></small>
<div class="hidden name"><code>coef.cornet.Rd</code></div>
</div>
......
......@@ -32,7 +32,8 @@
<meta property="og:title" content="Logistic regression with a continuous response — cornet" />
<meta property="og:description" content="Implements logistic regression with a continuous response." />
<meta property="og:description" content="Implements logistic regression with a continuous response
in high-dimensional settings." />
<meta name="twitter:card" content="summary" />
......@@ -95,7 +96,7 @@
<ul class="nav navbar-nav navbar-right">
<li>
<a href="https://github.com/rauschenberger/colasso">
<a href="https://github.com/rauschenberger/cornet">
<span class="fa fa-github fa-lg"></span>
</a>
......@@ -113,13 +114,14 @@
<div class="col-md-9 contents">
<div class="page-header">
<h1>Logistic regression with a continuous response</h1>
<small class="dont-index">Source: <a href='https://github.com/rauschenberger/colasso/blob/master/R/functions.R'><code>R/functions.R</code></a></small>
<small class="dont-index">Source: <a href='https://github.com/rauschenberger/cornet/blob/master/R/functions.R'><code>R/functions.R</code></a></small>
<div class="hidden name"><code>cornet.Rd</code></div>
</div>
<div class="ref-description">
<p>Implements logistic regression with a continuous response.</p>
<p>Implements logistic regression with a continuous response
in high-dimensional settings.</p>
</div>
......@@ -138,7 +140,7 @@ vector of length \(n\)</p></td>
<tr>
<th>cutoff</th>
<td><p>cutoff point for dichotomising response into classes<strong>:</strong>
value between <code>min(y)</code> and <code>max(y)</code></p></td>
<em>meaningful</em> value between <code>min(y)</code> and <code>max(y)</code></p></td>
</tr>
<tr>
<th>X</th>
......@@ -153,7 +155,7 @@ numeric between \(0\) (ridge) and \(1\) (lasso)</p></td>
</tr>
<tr>
<th>npi</th>
<td><p>number of <code>pi</code> values</p></td>
<td><p>number of <code>pi</code> values (weighting)</p></td>
</tr>
<tr>
<th>pi</th>
......@@ -163,7 +165,7 @@ or <code>NULL</code> (default sequence)</p></td>
</tr>
<tr>
<th>nsigma</th>
<td><p>number of <code>sigma</code> values</p></td>
<td><p>number of <code>sigma</code> values (scaling)</p></td>
</tr>
<tr>
<th>sigma</th>
......@@ -195,11 +197,11 @@ or <code>NULL</code> (balance)</p></td>
<h2 class="hasAnchor" id="value"><a class="anchor" href="#value"></a>Value</h2>
<p>Returns an object of class <code>cornet</code>, a list with multiple slots:</p><ul>
<li><p><code>"gaussian"</code>: fitted linear model, class <code>glmnet</code></p></li>
<li><p><code>"binomial"</code>: fitted logistic model, class <code>glmnet</code></p></li>
<li><p><code>"sigma"</code>: scaling parameters <code>sigma</code>,
<li><p><code>gaussian</code>: fitted linear model, class <code>glmnet</code></p></li>
<li><p><code>binomial</code>: fitted logistic model, class <code>glmnet</code></p></li>
<li><p><code>sigma</code>: scaling parameters <code>sigma</code>,
vector of length <code>nsigma</code></p></li>
<li><p><code>"pi"</code>: weighting parameters <code>pi</code>,
<li><p><code>pi</code>: weighting parameters <code>pi</code>,
vector of length <code>npi</code></p></li>
<li><p><code>cvm</code>: evaluation loss,
matrix with <code>nsigma</code> rows and <code>npi</code> columns</p></li>
......@@ -213,12 +215,18 @@ or <code>NULL</code> (balance)</p></td>
<h2 class="hasAnchor" id="details"><a class="anchor" href="#details"></a>Details</h2>
<p>This function fits a <code>"gaussian"</code> model for the numeric response,
and a <code>"binomial"</code> model for the binary response,
<p>This function fits a <em>gaussian</em> model for the numeric response,
and a <em>binomial</em> model for the binary response,
meaning that the <code>glmnet</code> argument <code>family</code> is unavailable.
Also if <code>type.measure</code> equals <code>"deviance"</code>,
Even if <code>type.measure</code> equals <code>"deviance"</code>,
the loss is uncomparable between linear and logistic regression.</p>
<h2 class="hasAnchor" id="see-also"><a class="anchor" href="#see-also"></a>See also</h2>
<div class='dont-index'><p>Methods for objects of class <code>cornet</code> include
<code><a href='coef.cornet.html'>coef</a></code> and
<code><a href='predict.cornet.html'>predict</a></code>.</p></div>
<h2 class="hasAnchor" id="examples"><a class="anchor" href="#examples"></a>Examples</h2>
<pre class="examples"><div class='input'><span class='no'>n</span> <span class='kw'>&lt;-</span> <span class='fl'>100</span>; <span class='no'>p</span> <span class='kw'>&lt;-</span> <span class='fl'>200</span>
......@@ -234,6 +242,8 @@ the loss is uncomparable between linear and logistic regression.</p>
<li><a href="#value">Value</a></li>
<li><a href="#details">Details</a></li>
<li><a href="#see-also">See also</a></li>
<li><a href="#examples">Examples</a></li>
</ul>
......
......@@ -95,7 +95,7 @@
<ul class="nav navbar-nav navbar-right">
<li>
<a href="https://github.com/rauschenberger/colasso">
<a href="https://github.com/rauschenberger/cornet">
<span class="fa fa-github fa-lg"></span>
</a>
......@@ -113,7 +113,7 @@
<div class="col-md-9 contents">
<div class="page-header">
<h1>Arguments</h1>
<small class="dont-index">Source: <a href='https://github.com/rauschenberger/colasso/blob/master/R/functions.R'><code>R/functions.R</code></a></small>
<small class="dont-index">Source: <a href='https://github.com/rauschenberger/cornet/blob/master/R/functions.R'><code>R/functions.R</code></a></small>
<div class="hidden name"><code>dot-check.Rd</code></div>
</div>
......@@ -171,8 +171,7 @@ logical</p></td>
<h2 class="hasAnchor" id="examples"><a class="anchor" href="#examples"></a>Examples</h2>
<pre class="examples"><div class='input'><span class='fl'>NA</span></div><div class='output co'>#&gt; [1] NA</div><div class='input'>
</div></pre>
<pre class="examples"><div class='input'><span class='kw pkg'>cornet</span><span class='kw ns'>:::</span><span class='fu'><a href='http://www.rdocumentation.org/packages/cornet/topics/dot-check'>.check</a></span>(<span class='fl'>0.5</span>,<span class='kw'>type</span><span class='kw'>=</span><span class='st'>"scalar"</span>,<span class='kw'>min</span><span class='kw'>=</span><span class='fl'>0</span>,<span class='kw'>max</span><span class='kw'>=</span><span class='fl'>1</span>)</div></pre>
</div>
<div class="col-md-3 hidden-xs hidden-sm" id="sidebar">
<h2>Contents</h2>
......
......@@ -95,7 +95,7 @@
<ul class="nav navbar-nav navbar-right">
<li>
<a href="https://github.com/rauschenberger/colasso">
<a href="https://github.com/rauschenberger/cornet">
<span class="fa fa-github fa-lg"></span>
</a>
......@@ -113,7 +113,7 @@
<div class="col-md-9 contents">
<div class="page-header">
<h1>Performance measurement by cross-validation</h1>
<small class="dont-index">Source: <a href='https://github.com/rauschenberger/colasso/blob/master/R/functions.R'><code>R/functions.R</code></a></small>
<small class="dont-index">Source: <a href='https://github.com/rauschenberger/cornet/blob/master/R/functions.R'><code>R/functions.R</code></a></small>
<div class="hidden name"><code>dot-compare.Rd</code></div>
</div>
......@@ -137,7 +137,7 @@ vector of length \(n\)</p></td>
<tr>
<th>cutoff</th>
<td><p>cutoff point for dichotomising response into classes<strong>:</strong>
value between <code>min(y)</code> and <code>max(y)</code></p></td>
<em>meaningful</em> value between <code>min(y)</code> and <code>max(y)</code></p></td>
</tr>
<tr>
<th>X</th>
......
......@@ -95,7 +95,7 @@
<ul class="nav navbar-nav navbar-right">
<li>
<a href="https://github.com/rauschenberger/colasso">
<a href="https://github.com/rauschenberger/cornet">
<span class="fa fa-github fa-lg"></span>
</a>
......@@ -113,7 +113,7 @@
<div class="col-md-9 contents">
<div class="page-header">
<h1>Arguments</h1>
<small class="dont-index">Source: <a href='https://github.com/rauschenberger/colasso/blob/master/R/functions.R'><code>R/functions.R</code></a></small>
<small class="dont-index">Source: <a href='https://github.com/rauschenberger/cornet/blob/master/R/functions.R'><code>R/functions.R</code></a></small>
<div class="hidden name"><code>dot-equal.Rd</code></div>
</div>
......@@ -141,8 +141,7 @@ logical</p></td>
<h2 class="hasAnchor" id="examples"><a class="anchor" href="#examples"></a>Examples</h2>
<pre class="examples"><div class='input'><span class='fl'>NA</span></div><div class='output co'>#&gt; [1] NA</div><div class='input'>
</div></pre>
<pre class="examples"><div class='input'><span class='kw pkg'>cornet</span><span class='kw ns'>:::</span><span class='fu'><a href='http://www.rdocumentation.org/packages/cornet/topics/dot-equal'>.equal</a></span>(<span class='fl'>1</span>,<span class='fl'>1</span>,<span class='fl'>1</span>)</div></pre>
</div>
<div class="col-md-3 hidden-xs hidden-sm" id="sidebar">
<h2>Contents</h2>
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<h1>Data simulation</h1>
<small class="dont-index">Source: <a href='https://github.com/rauschenberger/cornet/blob/master/R/functions.R'><code>R/functions.R</code></a></small>
<div class="hidden name"><code>dot-simulate.Rd</code></div>
</div>
<div class="ref-description">
<p>Simulates data for unit tests</p>
</div>
<pre class="usage"><span class='fu'>.simulate</span>(<span class='no'>n</span>, <span class='no'>p</span>, <span class='kw'>prob</span> <span class='kw'>=</span> <span class='fl'>0.2</span>, <span class='kw'>fac</span> <span class='kw'>=</span> <span class='fl'>1</span>)</pre>
<h2 class="hasAnchor" id="arguments"><a class="anchor" href="#arguments"></a>Arguments</h2>
<table class="ref-arguments">
<colgroup><col class="name" /><col class="desc" /></colgroup>
<tr>
<th>n</th>
<td><p>sample size<strong>:</strong>
positive integer</p></td>
</tr>
<tr>
<th>p</th>
<td><p>covariate space<strong>:</strong>
positive integer</p></td>
</tr>
<tr>
<th>prob</th>
<td><p>(approximate) proportion of causal covariates<strong>:</strong>
numeric between \(0\) and \(1\)</p></td>
</tr>
<tr>
<th>fac</th>
<td><p>noise factor<strong>:</strong>
positive real number</p></td>
</tr>
</table>
<h2 class="hasAnchor" id="value"><a class="anchor" href="#value"></a>Value</h2>
<p>Returns invisible list with elements <code>y</code> and <code>X</code>.</p>
<h2 class="hasAnchor" id="examples"><a class="anchor" href="#examples"></a>Examples</h2>
<pre class="examples"><div class='input'><span class='no'>data</span> <span class='kw'>&lt;-</span> <span class='kw pkg'>cornet</span><span class='kw ns'>:::</span><span class='fu'><a href='http://www.rdocumentation.org/packages/cornet/topics/dot-simulate'>.simulate</a></span>(<span class='kw'>n</span><span class='kw'>=</span><span class='fl'>10</span>,<span class='kw'>p</span><span class='kw'>=</span><span class='fl'>20</span>,<span class='kw'>prob</span><span class='kw'>=</span><span class='fl'>0.2</span>,<span class='kw'>fac</span><span class='kw'>=</span><span class='fl'>2</span>)
<span class='fu'>names</span>(<span class='no'>data</span>)</div><div class='output co'>#&gt; [1] "y" "X"</div><div class='input'>
</div></pre>
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<h2>Contents</h2>
<ul class="nav nav-pills nav-stacked">
<li><a href="#arguments">Arguments</a></li>
<li><a href="#value">Value</a></li>
<li><a href="#examples">Examples</a></li>
</ul>
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<p>Developed by Armin Rauschenberger.</p>
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......@@ -95,7 +95,7 @@
<ul class="nav navbar-nav navbar-right">
<li>
<a href="https://github.com/rauschenberger/colasso">
<a href="https://github.com/rauschenberger/cornet">
<span class="fa fa-github fa-lg"></span>
</a>
......@@ -113,7 +113,7 @@
<div class="col-md-9 contents">
<div class="page-header">
<h1>Single-split test</h1>
<small class="dont-index">Source: <a href='https://github.com/rauschenberger/colasso/blob/master/R/functions.R'><code>R/functions.R</code></a></small>
<small class="dont-index">Source: <a href='https://github.com/rauschenberger/cornet/blob/master/R/functions.R'><code>R/functions.R</code></a></small>
<div class="hidden name"><code>dot-test.Rd</code></div>
</div>
......@@ -136,7 +136,7 @@ vector of length \(n\)</p></td>
<tr>
<th>cutoff</th>
<td><p>cutoff point for dichotomising response into classes<strong>:</strong>
value between <code>min(y)</code> and <code>max(y)</code></p></td>
<em>meaningful</em> value between <code>min(y)</code> and <code>max(y)</code></p></td>
</tr>
<tr>
<th>X</th>
......
......@@ -92,7 +92,7 @@
<ul class="nav navbar-nav navbar-right">
<li>
<a href="https://github.com/rauschenberger/colasso">
<a href="https://github.com/rauschenberger/cornet">
<span class="fa fa-github fa-lg"></span>
</a>
......@@ -159,6 +159,12 @@
<td><p>Arguments</p></td>
</tr><tr>
<td>
<p><code><a href="dot-simulate.html">.simulate()</a></code> </p>
</td>
<td><p>Data simulation</p></td>
</tr><tr>
<td>
<p><code><a href="dot-test.html">.test()</a></code> </p>
</td>
......@@ -175,6 +181,12 @@
<p><code><a href="predict.cornet.html">predict(<i>&lt;cornet&gt;</i>)</a></code> </p>
</td>
<td><p>Predict binary outcome</p></td>
</tr><tr>
<td>
<p><code><a href="print.cornet.html">print(<i>&lt;cornet&gt;</i>)</a></code> </p>
</td>
<td><p>Combined regression</p></td>
</tr>
</tbody>
</table>
......
......@@ -32,8 +32,8 @@
<meta property="og:title" content="Plot loss matrix — plot.cornet" />
<meta property="og:description" content="Plots the loss for difference combinations of
the weight (pi) and scale (sigma) paramters." />
<meta property="og:description" content="Plots the loss for different combinations of
scaling (sigma) and weighting (pi) parameters." />
<meta name="twitter:card" content="summary" />
......@@ -96,7 +96,7 @@ the weight (pi) and scale (sigma) paramters." />
<ul class="nav navbar-nav navbar-right">
<li>
<a href="https://github.com/rauschenberger/colasso">
<a href="https://github.com/rauschenberger/cornet">
<span class="fa fa-github fa-lg"></span>
</a>
......@@ -114,14 +114,14 @@ the weight (pi) and scale (sigma) paramters." />
<div class="col-md-9 contents">
<div class="page-header">
<h1>Plot loss matrix</h1>
<small class="dont-index">Source: <a href='https://github.com/rauschenberger/colasso/blob/master/R/functions.R'><code>R/functions.R</code></a></small>
<small class="dont-index">Source: <a href='https://github.com/rauschenberger/cornet/blob/master/R/functions.R'><code>R/functions.R</code></a></small>
<div class="hidden name"><code>plot.cornet.Rd</code></div>
</div>
<div class="ref-description">
<p>Plots the loss for difference combinations of
the weight (pi) and scale (sigma) paramters.</p> <