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R Package

corila-package
Sparse modelling with grouped and correlated features allowing for privileged information

Sparse group lasso regression

cv.corila()
Sparse group lasso regression
coef(<cv.corila>)
Extract coefficients
predict(<cv.corila>)
predict (S3 method)
print(<cv.corila>)
print (S3 method)

Multi-penalty ridge regression

multiridge()
Multi-penalty ridge regression
coef(<multiridge>)
Extract coefficients
predict(<multiridge>)
Make predictions

Internal functions

calc_sign_prec()
Precision for sign variable
corila()
Sparse group lasso regression (without cross-validation)
.assert()
Assertions
.backscale()
Inverse standardisation
.combine_slopes()
Combine coefficients
.deviance()
Deviance
.estim_initial_coefs()
Initial coefficients
.expand_auxiliary()
Expand auxiliary features
.folds()
Fold identifiers
.forescale()
Standardisation
.is_adjacent()
Adjacency indicator
.mean_function()
Mean function
.set_candidates()
Candidate values
.simulate_outcome()
Simulate outcome
.type()
Name method (helper function)
.validate()
Argument check
predict(<corila>)
predict (S3 method)
print(<cv.corila>)
print (S3 method)
simulate()
Data simulation
summary(<cv.corila>) print(<summary.cv.corila>)
Summarising sparse group lasso (S3 method)