R: Iterate a genlasso object

iterate {genlasso} | R Documentation

## Iterate a genlasso object

### Description

Given an incomplete `genlasso` path object, this function continues the path computation from the last computed knot, either until the complete path has been computed or the step limit specified by `moresteps` has been reached. All options are assumed to be the same as those in the initial call to a genlasso function (as in `genlasso`, `fusedlasso`, or `trendfilter`), with the exception of `minlam` and `verbose`, which can be changed with a call to iterate.

### Usage

    iterate(object, moresteps=200, minlam=0, verbose=FALSE)

### Arguments

`object` | a genlasso object with an incomplete path.
`moresteps` | an integer specifying the number of additional steps to take, starting from termination point of the passed (incomplete) path object.
`minlam` | a numeric variable indicating the value of lambda at which the path should terminate. Default is 0.
`verbose` | a logical variable indicating if progress should be reported after each knot in the path.

### Value

Returns an list of the same class typing and same structure as the passed `object`.

### See Also

genlasso, trendfilter, fusedlasso

### Examples

      # Sparse 2d fused lasso
      library(genlasso)
      set.seed(1)
      dim1 = dim2 = 10
      n = 100
      y = as.numeric(row(diag(dim1)) > 5 & col(diag(dim2)) > 5) * 3 + rnorm(n)

      a10 = fusedlasso2d(y, dim1=dim1, dim2=dim2, gamma=0.5, maxsteps=10)
      a20 = fusedlasso2d(y, dim1=dim1, dim2=dim2, gamma=0.5, maxsteps=20)
      a30 = fusedlasso2d(y, dim1=dim1, dim2=dim2, gamma=0.5, maxsteps=30)
      b20 = iterate(a10, moresteps=10)
      b30 = iterate(b20, moresteps=10)

      # Check for equality; should match on all but 'call'
      b20$call = a20$call
      b30$call = a30$call
      all.equal(target=a20, current=b20)
      all.equal(target=a30, current=b30)

[Package genlasso version 1.3 Index]