Compute Weights Using SCAD-Penalized Regression

Fits a SCAD-penalized linear regression model via `ncvreg::cv.ncvreg` and returns the coefficient vector at `lambda.min`.

Usage

scadWeights(X, y, nfolds = 5, ...)

Arguments

X

A numeric matrix of predictors.

y

A numeric response vector.

nfolds

Number of cross-validation folds. Default is 5.

...

Additional arguments passed through to `ncvreg::cv.ncvreg`.

Value

A numeric vector of length `ncol(X)` of variant weights.

Examples

data(eqtlRegionExample)
X <- eqtlRegionExample$X[, 1:30]
y <- eqtlRegionExample$yRes
scadWeights(X, y)
#>       [,1]
#>  [1,]    0
#>  [2,]    0
#>  [3,]    0
#>  [4,]    0
#>  [5,]    0
#>  [6,]    0
#>  [7,]    0
#>  [8,]    0
#>  [9,]    0
#> [10,]    0
#> [11,]    0
#> [12,]    0
#> [13,]    0
#> [14,]    0
#> [15,]    0
#> [16,]    0
#> [17,]    0
#> [18,]    0
#> [19,]    0
#> [20,]    0
#> [21,]    0
#> [22,]    0
#> [23,]    0
#> [24,]    0
#> [25,]    0
#> [26,]    0
#> [27,]    0
#> [28,]    0
#> [29,]    0
#> [30,]    0