Create a sgb formula

create_formula(
  alpha = 0.05,
  group_df = NULL,
  blearner = "bols",
  outcome_name = "y",
  group_name = "group_name",
  var_name = "var_name"
)

Arguments

alpha

mixing parameter

group_df

data frame containing variable names with group structure

blearner

type of baselearner

outcome_name

name of dependent variable

group_name

name of column in group_df indicating the group structure of the variables

var_name

name of column in group_df containing the variable names

Value

formula to be passed to mboost() yielding the sparse group boosting for a given value mixing parameter alpha.