smog

Structural Modeling by using Overlapped Group Penalty

Installation

# Install smog from CRAN
install.packages("smog")

# or install the source type package from GitHub:
# install.packages("devtools")
devtools::install_github("chongma1989/smog")

Features

• fits a linear non-penalized phenotype (demographic) variables and penalized groups of prognostic effect and predictive effect.
• satisfies such hierarchy structures that if a predictive effect exists, its prognostic effect must also exist.
• can deal with continuous, binomial or multinomial, and survival response variables.
• incorporates the iterative shrinkage-thresholding algorithm (ISTA) and the alternating direction method of multipliers algorithms (ADMM).

Usage

Create a new S3 class of smog, and the kernal function smog.default (or smog.formula) returns an object of the S3 class smog.

• smog.default input the data and parameters to yield a model of the class smog.
• smog.formula can accept formula to fit the model for the data.
• predict.smog produces the predicted response values for new data, provided a fitted model.
• cv.smog provides cross-validation analysis based on the data.
  
• plot.smog displays a panel of three plots to reflect the convergence performance in the algorithm.
• print.smog outputs the coefficients table for the fitted model.