prof_lambda {tramnet} | R Documentation |
Computes the regularization path of all coefficients for a single tuning parameter, lambda, over a sequence of values.
prof_lambda(model, min_lambda = 0, max_lambda = 15, nprof = 5, as.lm = FALSE)
model |
model of class |
min_lambda |
minimal value of lambda (default = |
max_lambda |
maximal value of lambda (default = |
nprof |
number of profiling steps (default = |
as.lm |
return scaled coefficients for class |
Object of class "prof_lambda"
which contains the regularization
path of all coefficients and the log-likelihood over the penalty parameter
lambda
Lucas Kook
library("tramnet") library("survival") data("nki70", package = "penalized") nki70$resp <- with(nki70, Surv(time, event)) x <- scale(model.matrix( ~ 0 + DIAPH3 + NUSAP1 + TSPYL5 + C20orf46, data = nki70)) y <- Coxph(resp ~ 1, data = nki70, order = 10, log_first = TRUE) fit <- tramnet(y, x, lambda = 0, alpha = 1) pfl <- prof_lambda(fit) plot_path(pfl)