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HDPenReg (version 0.94.9)

LarsPath-class: Constructor of LarsPath class

Description

This class stores the results of lars and fusion algorithms.

Arguments

Details

nbStep

Number of steps of the algorithm.

variable

List of vector of size "step+1". The i+1-th item contains the index of non-zero coefficients at the i-th step.

coefficient

List of vector of size "step+1". The i+1-th item contains the non-zero coefficients at the i-th step.

l1norm

Vector of length "step+1", containing the L1-norm of the coefficients at each step.

lambda

Vector of length "step+1", containing the lambda at each step.

dropIndex

Vector of length "step" containing the index of the dropped variable at the i-th step, 0 means no variable has been dropped at this step.

addIndex

Vector of length "step" containing the index of the added variable at the i-th step, 0 means no variable has been added at this step.

mu

Intercept.

meanX

Mean of columns of X.

ignored

A vector containing index of ignored variables during the algorithm.

p

Total number of covariates.

fusion

If TRUE, results from HDfusion function.

error

Error message from lars.

See Also

HDlars