Hyperpar

R scripts and data for hyper-parameter estimation in high-dimensional (generalized) linear models

1. Download HyperparEst_Master.R file
2. Download SourceAndDataFiles, preferrably in same directory as the HyperparEst_Master.R file.
3. Open HyperparEst_Master.R file in R (preferrably >=3.5.0), install required packages and run code.

Code should reproduce all figures in the corresponding paper:

Jurre R. Veerman, Gwenael G.R. Leday, Mark A. van de Wiel (2019),"Estimation of variance components, heritability and the ridge penalty in high-dimensional generalized linear models". Submitted.

Code is written by the authors, except for Fridge (Hellton & Hjort, 2017, Stat Med) code, kindly provided by Kristoffer Hellton.

Results folder contains all results as .Rdata files, as obtained by the authors.