regression coefficients for the optimal Lasso parameter
sopt
optimal value for fraction
numb.zero
number of zero coefficients for optimal fraction
numb.nonzero
number of nonzero coefficients for optimal fraction
ind
index of fraction with optimal choice for fraction
Arguments
formula
formula, like y~X, i.e., dependent~response variables
data
data frame to be analyzed
sopt
optimal fraction from Lasso regression, see details
plot.opt
if TRUE a plot will be generated
...
additional plot arguments
Author
Peter Filzmoser <P.Filzmoser@tuwien.ac.at>
Details
Using the function lassoCV for cross-validation, the optimal
fraction sopt can be determined. Besides a plot for the Lasso coefficients
for all values of fraction, the optimal fraction is taken to compute the
number of coefficients that are exactly zero.
References
K. Varmuza and P. Filzmoser: Introduction to Multivariate Statistical
Analysis in Chemometrics. CRC Press, Boca Raton, FL, 2009.