Constructs vectors of coefficients for each index including a coefficient for
all the predictors that are entering indices. i.e. if a coefficient is not
provided for a particular predictor in a particular index, the function will
replace the missing coefficient with a zero.
Usage
allpred_index(num_pred, num_ind, ind_pos, alpha)
Arguments
- num_pred
Number of predictors.
- num_ind
Number of indices.
- ind_pos
A list of length = num_ind that indicates which
predictors belong to which index.
- alpha
A vector of index coefficients.
Value
A list containing the following components:
- alpha_init_new
A
numeric vector of index coefficients.
- index
An integer vector that assigns group indices for each
predictor.
- index_positions
A list of length = num_ind that
indicates which predictors belong to which index.
