Package index

Model fitting

The single high-level entry point.

pic()

Sparse linear regression using the Pivotal Information Criterion.

Methods for fitted models

S3 methods shared across all families.

summary(<pic>)

Summarize a fitted pic model.

coef(<pic>)

Coefficients of a fitted pic model.

predict(<pic>)

Linear predictor / response prediction for a pic fit.

plot(<pic>)

Horizontal lollipop plot of the non-zero coefficients of a pic fit.

assess()

Assess performance of a pic fit.

Families and penalties

pic_families

GLM families for pic — descriptor layer.

pic_penalties

Sparsity-inducing penalties for pic.

Choosing the penalty level

The Pivotal Detection Boundary selector and its diagnostics.

lambda_pdb()

Pivotal Detection Boundary regularization selector

pdb_summary()

Summary of the PDB lambda selector.

pdb_asymptotic()

Asymptotic behavior of the PDB null distribution.

plot(<pic.lambda_pdb>)

Plot the PDB null distribution.

plot(<pic.pdb_asymptotic>)

Plot of the PDB asymptotic behavior.

Variable-selection diagnostics

phase_transition()

Phase-transition analysis of support recovery.

plot(<pic.phase_transition>)

Phase-transition plot for a pic.phase_transition object.

Survival utilities

Helpers for the Cox proportional-hazards family.

predict_survival_function()

Survival curves for new data from a fitted Cox pic model.

feature_effects_on_survival()

Effect of one feature on the Cox survival curve.

plot_baseline()

Plot Cox baseline cumulative hazard and baseline survival.

plot_survival_curves()

Plot subject-specific Cox survival curves.

baseline_functions()

Breslow baseline cumulative hazard and survival.

concordance_index()

Harrell's concordance index.

cox_partial_log_likelihood()

Breslow partial log-likelihood (negative, normalized by n).

Datasets

QuickStartExample

Small Gaussian dataset for the introductory vignette.

BinomialExample

Small binary-classification dataset for the Binomial section of the vignette.

CoxExample

Small survival dataset for the Cox section of the vignette.

Internal

Overview pages and print methods.

pic_methods

S3 methods for fitted pic objects.

pic_plots

Plot methods for pic fits and diagnostics.

pic_survival

Survival utilities for the Cox family.

print(<pic.family>)

Pretty-print a pic family descriptor.

print(<pic.pdb_asymptotic>)

Print PDB asymptotic diagnostic.

print(<pic.phase_transition>)

Print phase-transition analysis.

print(<summary.pic>)

Print a summary.pic object.