## ----setup, include = FALSE---------------------------------------------- knitr::opts_chunk$set( collapse = TRUE, comment = "#>" ) ## ------------------------------------------------------------------------ library(fastkqr) library(MASS) data(GAGurine) x <- as.matrix(GAGurine$Age) y <- GAGurine$GAG ## ------------------------------------------------------------------------ lambda <- 10^(seq(1, -4, length.out=10)) fit <- kqr(x, y, lambda=lambda, tau=0.1, is_exact=TRUE) ## ------------------------------------------------------------------------ cv.fit <- cv.kqr(x, y, lambda=lambda, tau=0.1) ## ------------------------------------------------------------------------ coef <- coef(fit, s = c(0.02, 0.03)) predict(fit, x, tail(x), s = fit$lambda[2:3]) ## ------------------------------------------------------------------------ l2 <- 1e-4 tau <- c(0.1, 0.3, 0.5) l1_list <- 10^seq(-8, 2, length.out=10) fit1 <- nckqr(x ,y, lambda1 = l1_list, lambda2 = l2, tau = tau) ## ------------------------------------------------------------------------ l2_list <- 10^(seq(1, -4, length.out=10)) cv.fit1 <- cv.nckqr(x, y, lambda1=10, lambda2=l2_list, tau=tau) ## ------------------------------------------------------------------------ coef <- coef(fit1, s2=1e-4, s1 = l1_list[2:3]) predict(fit1, x, tail(x), s1=l1_list[1:3], s2=l2)