computeCoefficients {HDPenReg} | R Documentation |
Compute coefficients at a given level of penalty
computeCoefficients(x, lambda, mode = "fraction")
x |
a LarsParth object |
lambda |
If mode ="norm", lambda represents the l1-norm of the coefficients with which we want to predict. If mode="fraction", lambda represents the ratio (l1-norm of the coefficientswith which we want to predict)/(l1-norm maximal of the LarsPath object). |
mode |
"fraction" or "norm" or "lambda". |
A list containing
Index of non-zeros coefficients.
non-zeros coefficients.
Quentin Grimonprez
dataset=simul(50,10000,0.4,10,50,matrix(c(0.1,0.8,0.02,0.02),nrow=2)) result=HDlars(dataset$data[1:40,],dataset$response[1:40]) coeff=computeCoefficients(result,0.3,"fraction")