Parameter Estimation of High-dimensional Mediation Models Based on Alternating Direction Method of Multipliers (ADMM)
You can install:
If you encounter a bug, please file a reproducible example on github.
oneMKL
support. Please use below commands to install:install.packages(
c("oneMKL", "oneMKL.MatrixCal"),
repos=c("https://cloud.r-project.org/", "https://R-OneMKL.github.io/drat"),
type = "source"
)
remotes::install_github("psyen0824/HDMAADMM", ref = "oneMKL")
simuData <- modalityMediationDataGen(seed = 20231201)
modelElasticNet <- singleModalityAdmm(
X = simuData$MediData$X, Y = simuData$MediData$Y, M1 = simuData$MediData$M1,
rho = 1, lambda1a = 1, lambda1b = 0.1, lambda1g = 2, lambda2a = 1, lambda2b = 1,
penalty = "ElasticNet"
)
fitted(modelElasticNet) # fitted values
predict(modelElasticNet, matrix(c(0, 1), ncol = 1)) # predict values