Extract weights from lassosum_rss with shrinkage grid search
Source:R/regularized_regression.R
lassosum_rss_weights.RdSearches over a grid of shrinkage parameters s (default:
c(0.2, 0.5, 0.9, 1.0), matching the original lassosum and OTTERS).
For each s, the LD matrix is shrunk as (1-s)*R + s*I, then
lassosum_rss() is called across the lambda path. Candidate selection
defaults to the LD-only quadratic pseudovalidation score
$$\frac{c^T \beta}{\sqrt{\beta^T R \beta}}$$
evaluated on the supplied LD matrix R. This uses the same candidate
beta path as lassosum_rss(), but scores each candidate directly from
summary-statistics correlation c and LD, without requiring genotype.
Arguments
- stat
A list with
$b(effect sizes) and$n(per-variant sample sizes).- LD
LD correlation matrix R (single matrix, NOT pre-shrunk).
- s
Numeric vector of shrinkage parameters to search over. Default:
c(0.2, 0.5, 0.9, 1.0)following Mak et al (2017) and OTTERS.- selection
Selection strategy. Default
"ld_quadratic"uses \(c^T \beta / \sqrt{\beta^T R \beta}\) on the supplied LD matrix."min_fbeta"is retained as an explicit alternative for debugging.- ...
Additional arguments passed to
lassosum_rss().
Details
The original lassosum pseudovalidation can be written as an LD quadratic
score after centering and standardizing the reference matrix columns by the
same per-variant scale:
$$\mathrm{score}(\beta) = \frac{c^T \beta}{\sqrt{\beta^T R \beta}}.$$
This implementation therefore uses the supplied LD matrix directly for
selection. min(fbeta) is retained only as an explicit debug option.