amnet(x, y, family = c("gaussian", "binomial", "poisson", "cox"),
init = c("mnet", "ridge"), gammas = 3, alphas = seq(0.05, 0.95,
0.05), tune = c("cv", "ebic", "bic", "aic"), nfolds = 5L,
ebic.gamma = 1, scale = 1, eps = 1e-04, max.iter = 10000L,
penalty.factor.init = rep(1, ncol(x)), seed = 1001,
parallel = FALSE, verbose = FALSE)

## Arguments

x |
Data matrix. |

y |
Response vector if `family` is `"gaussian"` ,
`"binomial"` , or `"poisson"` . If `family` is
`"cox"` , a response matrix created by `Surv` . |

family |
Model family, can be `"gaussian"` ,
`"binomial"` , `"poisson"` , or `"cox"` . |

init |
Type of the penalty used in the initial
estimation step. Can be `"mnet"` or `"ridge"` . |

gammas |
Vector of candidate `gamma` s (the concavity parameter)
to use in MCP-Net. Default is `3` . |

alphas |
Vector of candidate `alpha` s to use in MCP-Net. |

tune |
Parameter tuning method for each estimation step.
Possible options are `"cv"` , `"ebic"` , `"bic"` ,
and `"aic"` . Default is `"cv"` . |

nfolds |
Fold numbers of cross-validation when `tune = "cv"` . |

ebic.gamma |
Parameter for Extended BIC penalizing
size of the model space when `tune = "ebic"` ,
default is `1` . For details, see Chen and Chen (2008). |

scale |
Scaling factor for adaptive weights:
`weights = coefficients^(-scale)` . |

eps |
Convergence threshhold to use in MCP-net. |

max.iter |
Maximum number of iterations to use in MCP-net. |

penalty.factor.init |
The multiplicative factor for the penalty
applied to each coefficient in the initial estimation step. This is
useful for incorporating prior information about variable weights,
for example, emphasizing specific clinical variables. To make certain
variables more likely to be selected, assign a smaller value.
Default is `rep(1, ncol(x))` . |

seed |
Random seed for cross-validation fold division. |

parallel |
Logical. Enable parallel parameter tuning or not,
default is FALSE. To enable parallel tuning, load the
`doParallel` package and run `registerDoParallel()`
with the number of CPU cores before calling this function. |

verbose |
Should we print out the estimation progress? |

## Value

List of model coefficients, `ncvreg`

model object,
and the optimal parameter set.

## Examples

#> Call: amnet(x = dat$x.tr, y = dat$y.tr, alphas = seq(0.2, 0.8, 0.2),
#> seed = 1002)
#> Df Lambda Gamma Alpha
#> 1 9 0.2606535 3 0.6

#> [1] 2 3 4 5 114 171 312 379 464

#> [1] 5

#> [1] 4

#> [1] 2.459328