flam (version 3.2)

flamDOF: Calculate Degrees of Freedom for Fused Lasso Additive Model

Description

This function calculates the degrees of freedom for a fused lasso additive model fit using flam.

Usage

flamDOF(object, index)

Arguments

object

an object of the class "flam".

index

the index for the model of interest. Note that index of i corresponds to the model with tuning parameters object$all.alpha[i] and object$all.lambda[i].

Value

The degrees of freedom for the specified model.

Details

The degrees of freedom for FLAM were derived in Section 4.1 of Petersen, A., Witten, D., and Simon, N. (2014). Fused Lasso Additive Model. arXiv preprint arXiv:1409.5391.

References

Petersen, A., Witten, D., and Simon, N. (2014). Fused Lasso Additive Model. arXiv preprint arXiv:1409.5391.

Examples

# NOT RUN {
#See ?'flam-package' for a full example of how to use this package

#generate data
#note: use larger 'n' for more reasonable results
set.seed(1)
data <- sim.data(n = 20, scenario = 1, zerof = 10, noise = 1)

#fit model for a range of tuning parameters
flam.out <- flam(x = data$x, y = data$y)
#or fit model and select tuning parameters using 2-fold cross-validation
#note: use larger 'n.fold' (e.g., 10) in practice
flamCV.out <- flamCV(x = data$x, y = data$y, n.fold = 2)

#calculate degrees of freedom for the model chosen using cross-validation
flamDOF(object = flamCV.out$flam.out, index = flamCV.out$index.cv)
#or for any fit from a 'flam' object
flamDOF(object = flam.out, index = 25)
flamDOF(object = flamCV.out$flam.out, index = 25)
#which corresponds to lambda and alpha of
flam.out$all.lambda[25]; flam.out$all.alpha[25]
# }