Multivariate regression with covariance estimate

The function trains multivariate lasso with a given covariance estimate

Usage

compute_mrce(
  X,
  Y,
  lambda = NULL,
  nlambda = 20,
  Omega,
  nfolds = 5,
  tol.in,
  maxit.in,
  verbose,
  seed,
  parallel = FALSE,
  n.cores = NULL
)

Arguments

X

matrix, design matrix of SNP dosages

Y

matrix, matrix of G isoform expression across columns

lambda

vector, lambda penalty vector for LASSO to tune on

nlambda

int, number of lambda value for parameter selection

Omega

matrix, precision matrix of Y

nfolds

int, number of CV folds

tol.in

numeric, tolerance for objective difference

maxit.in

int, maximum number of iteractions

verbose

logical

seed

int, random seed

parallel

logical, whether to parallelize CV folds

n.cores

int, number of cores for parallelization

Value

CV MRCE fit