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Fit, tune and compare sparse models

L0glm.fit()
Fit generalized linear model with \(L_0\) or grouped row-\(L_0\) regularization subject to optional nonnegativity constraints
L0glm.tune()
Tunes the regularisation parameter lambda of an L0glm fit
L0nnpois()
Fast nonnegative identity-link Poisson L0 or grouped L0 penalized fit
sparseglm() coef(<sparseglm>) plot(<sparseglm>)
Fit, tune and compare sparse regression methods
L0glm.metrics()
Essential fit and recovery metrics for an L0glm model
preclustering
Preclustering response channels before sparse Poisson fitting
compulsory_terms
Nonnegative compulsory terms and smooth backgrounds

Predictions, summaries and information criteria

predict(<L0glm_fit>) predict(<L0glm_extended_fit>) predict(<sparseglm>) fitted(<L0glm_fit>) fitted(<sparseglm>)
Predictions and fitted values from sparse regression models
print(<L0glm_fit>) summary(<L0glm_fit>) print(<summary.L0glm_fit>) print(<sparseglm>) summary(<sparseglm>) print(<summary.sparseglm>)
Print and summarize sparse regression fits
logLik(<L0glm_fit>) nobs(<L0glm_fit>) coef(<L0glm_fit>) GIC() EBIC() MBIC()
Likelihood, information criteria and coefficients of an L0glm fit
information_criteria
Information-criterion presets for sparse GLMs
preset.lambda()
Calculate an information-criterion penalty preset

Special families

extended_families
Negative Binomial, Cox and Multinomial Fits
L0glm_negative_binomial
L0-Penalized Negative Binomial Regression
L0glm_multinomial
Multinomial Regression with Grouped or CLR Entrywise L0 Penalties
L0glm_cox
L0-Penalized Cox Models with Cached Matrix-Free IRLS

Screening, simulations and solvers

sis_glm()
Efficient-score screening for GLMs and special families
simul()
Simulate sparse GLMs and deconvolution problems
simulate_spike_train()
Simulate a blurred single or multichannel spike train
simulate_GCMS()
Simulate synthetic GC-MS chromatograms with ground-truth signal + background
lmridge()
Fits a ridge regularised weighted least squares regression using a chosen solver subject to optional nonnegativity or box constraints on the coefficients.
control.solver.gen()
Set Options of Constrained Ridge Regularised Weighted Least Squares Regression Solvers

Deconvolution and signal processing

residuals(<GCMSdeco>) GCMSdeco() coef(<GCMSdeco>) fitted(<GCMSdeco>) nobs(<GCMSdeco>) logLik(<GCMSdeco>) AIC(<GCMSdeco>) BIC(<GCMSdeco>) GIC(<GCMSdeco>) EBIC(<GCMSdeco>) MBIC(<GCMSdeco>) print(<GCMSdeco>)
Deconvolve a GC/MS chromatogram and export its compound spectra
plot(<GCMSdeco>)
Plot GC/MS signals, compound profiles and recovered spectra
L0glm_sparse_deco()
Sparse deconvolution with a fixed PSF via L0-penalised GLMs
L0glm_blind_deco()
Alternating sparse L0 glm powered blind deconvolution
L0glm_deco_estkernel()
Estimate the PSF given a spike train estimate via L0-penalised GLMs
splogconNMF() fitted(<splogconNMF>) nobs(<splogconNMF>) coef(<splogconNMF>) logLik(<splogconNMF>) AIC(<splogconNMF>) BIC(<splogconNMF>) GIC(<splogconNMF>) EBIC(<splogconNMF>) MBIC(<splogconNMF>) print(<splogconNMF>)
Sparse log-concave nonnegative matrix factorization
convmatrix()
Make banded or rectangular convolution design matrices
convkernel() shift_kernel()
Generate normalised 1-D convolution kernels (point-spread functions)
estimate_psf_from_std()
Estimate a time-varying PSF matrix from an alkane ladder TIC
log_conc_smooth()
Log-concave spline smoothing of a discrete convolution kernel estimate
nb1() Gamma_scale() Gamma_censored()
Scalar noise models for nonnegative signals
temporal_dispersion()
Estimate noise dispersion from temporal differences

Visualization, clustering and factorization

plotmat()
Plot a (Possibly Sparse) Matrix as a False-Colour Image
plot_L0glm_benchmark()
Plot benchmark examples
glm_cluster() glm_aggregate()
Likelihood-based clustering and aggregation of GLM response channels
glm_dist()
Dissimilarities between scalar GLM response channels
L0BestRankGNMF()
L0-Penalised Generalised Best-Rank NMF

Example data

GCMS_data1
GC/MS Chromatogram Section - Cuticular Hydrocarbon Profile of a Cataglyphis iberica Ant Queen
GCMS_data2
GC/MS Chromatogram Section - Beer Headspace Volatiles
simulated_spectra
Simulated Electron Impact Mass Spectra Dataset

Likelihood adapters

logLik(<glmnet>)
Compute Log-Likelihood for glmnet Objects
logLik(<L0Learn>)
Compute Log-Likelihood for L0Learn Objects
logLik(<L0glm_extended_fit>)
Log likelihood of an extended-family fit