HDPenReg (version 0.94.9)

computeCoefficients: Compute coefficients

Description

Compute coefficients at a given level of penalty

Usage

computeCoefficients(x, lambda, mode = "fraction")

Value

A list containing

variable

Index of non-zeros coefficients.

coefficient

non-zeros coefficients.

Arguments

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/(l1-norm maximal) of the LarsPath object of the coefficients with which we want to predict).

mode

"fraction" or "norm" or "lambda".

Author

Quentin Grimonprez

Examples

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")