a splits object, containing all splits to consider, otherwise
all possible splits are used
gamma
penalty value for the L1 constraint.
lambda
penalty value for the L2 constraint.
weight
a vector of weights.
Value
splitsNetwork returns a splits object with a matrix added.
The first column contains the indices of the splits, the second column an
unconstrained fit without penalty terms and the third column the constrained
fit.
Details
splitsNetwork fits non-negative least-squares phylogenetic networks
using L1 (LASSO), L2(ridge regression) constraints. The function minimizes
the penalized least squares
$$\beta = min \sum(dm - X\beta)^2 + \lambda \|\beta \|^2_2 $$
with respect to $$\|\beta \|_1 <= \gamma, \beta >= 0$$
where \(X\) is a design matrix constructed with designSplits.
External edges are fitted without L1 or L2 constraints.
References
Efron, Hastie, Johnstone and Tibshirani (2004) Least Angle
Regression (with discussion) Annals of Statistics32(2), 407--499
K. P. Schliep (2009). Some Applications of statistical phylogenetics (PhD
Thesis)