Uses internal and external weights as well as internal and external exponents or factors for these weights to construct penalty factors.
Arguments
- w_int
internal weights: numeric vector of length
with non-negative entries- w_ext
external weights: numeric vector of length
with non-negative entries- v_int
exponent or factor for internal weights: non-negative scalar
- v_ext
exponent or factor for external weights: non-negative scalar
- type
scaling of weights: character
"exp"
,"ari"
,"geo"
, or"rem"
(with or without addition of".con"
), default:"exp"
Details
While internal weights are from the problem of interest ("supported" problem), external weights are from the other problems ("supporting" problems).
Multiple options exist for scaling prior weights:
"exp"
:"ari"
:"geo"
:"rem"
:
The constrained versions "exp.con"
, "ari.con"
,
"geo.con"
, and "rem.con"
impose "exp"
for predictivity
and "ari.con"
for interpretability.
See also
Use construct_weights
to obtain w_int
and w_ext
.