Converts the provided design matrix to an appropriate format for either the protolasso or the cluster representative lasso.
getXglmnet.RdCreates design matrix for glmnet by dealing with clusters (for type="protolasso", discards all cluster members except prototype; for type="clusterRepLasso", replaces all cluster members with a simple average of all the cluster members).
Arguments
- x
A numeric matrix; the provided matrix with n observations and p features.
- clusters
A named list where each entry is an integer vector of indices of features that are in a common cluster. (The length of list clusters should be equal to the number of clusters.) All identified clusters should be non-overlapping. All features should appear in exactly one cluster (any unclustered features should be put in their own "cluster" of size 1).
- type
Character; "protolasso" for the protolasso or "clusterRepLasso" for the cluster representative lasso.
- prototypes
Only required for type "protolasso". An integer vector whose length is equal to the number of clusters. Entry i should be the prototype for cluster i (the feature belonging to cluster i that is most highly correlated with y; see Reid and Tibshirani 2016).
Value
A numeric matrix; the design matrix as required for the protolasso or cluster representative lasso, prepared for input to glmnet.
References
Reid, S., & Tibshirani, R. (2016). Sparse regression and marginal testing using cluster prototypes. Biostatistics, 17(2), 364–376. https://doi.org/10.1093/biostatistics/kxv049.