listToMatrix: List to sparse matrix conversion
Description
create a matrix with all estimated coefficients from the output of HDlars
or EMlasso
functions.
Usage
listToMatrix(x, row = c("covariates", "lambda"))
Value
A sparse matrix containing the values of estimated coefficients for all penalty parameter and all covariates
Arguments
- x
a LarsPath
or EMlasso
object
- row
if covariates, covariates are in row