getActive

Extract active variables of different kinds from a gamsel object

Using overlap grouped-lasso penalties, 'gamsel' selects whether a term in a 'gam' is nonzero, linear, or a non-linear spline (up to a specified max df per variable). It fits the entire regularization path on a grid of values for the overall penalty lambda, both for gaussian and binomial families. See <doi:10.48550/arXiv.1506.03850> for more details.

Trevor Hastie

gamsel

Fit Regularization Path for Generalized Additive Models

Alexandra Chouldechova

Balasubramanian Narasimhan

Vitalie Spinu

Matt Wand

getActive function

<dl><dt>object</dt>
<dd>gamsel object</dd>
<dt>index</dt>
<dd>index or vector of indices at which to obtain active
information. <code>NULL</code> returns all.</dd>
<dt>type</dt>
<dd>type of active variables to report. One of <code>c("nonzero",
"linear", "nonlinear")</code></dd>
<dt>EPS</dt>
<dd>threshold for what is nonzero; default is 0</dd></dl>

Arguments

Returns active variables — getActive

<dl>

<dt>object</dt>
<dd>gamsel object</dd>


<dt>index</dt>
<dd>index or vector of indices at which to obtain active
information. <code>NULL</code> returns all.</dd>


<dt>type</dt>
<dd>type of active variables to report. One of <code>c("nonzero",
"linear", "nonlinear")</code></dd>


<dt>EPS</dt>
<dd>threshold for what is nonzero; default is 0</dd>

</dl>

getActive: Returns active variables

Description

Usage

Value

Arguments

Details