Refit A Fixed-Operator Synchronized LPL-TF Model

Refit A Fixed-Operator Synchronized LPL-TF Model

Usage

# S3 method for class 'slpl_tf'
refit(
  object,
  y,
  lambda1 = NULL,
  lambda2 = NULL,
  reuse.lambda = TRUE,
  verbose = FALSE,
  ...
)

Arguments

object

A "slpl_tf" fit.

y

New numeric response vector.

lambda1, lambda2

Optional fixed penalties. Defaults reuse object$lambda1 and object$lambda2.

reuse.lambda

Logical. If TRUE, reuse omitted penalties.

verbose

Logical.

...

Reserved.

Value

A refitted "slpl_tf" object.

See also

refit for supported fitted objects and migration.

Examples

if (requireNamespace("genlasso", quietly = TRUE)) {
  X <- matrix(seq(0, 1, length.out = 18), ncol = 1)
  fit <- fit.slpl.tf(X, X[, 1]^2, degree = 1L,
                     support.type = "knn", support.size = 7L,
                     lambda1 = 0.1, lambda2 = 0,
                     lambda.selection = "fixed")
  refit(fit, y = X[, 1]^3)
}
#> Synchronized lifting trend filtering 
#>   Training rows: 18 ; evaluation rows: 18 ; responses: 1 
#>   Observed responses: 18 ; nonfinite fitted entries: 0 
#>   Output: finite output 
#>   Convergence: unavailable (no stored stopping certificate) 
#>   Selected: lambda1=0.1, lambda2=0 
#>   Prediction scope: stored training vertices only