print.l1.reg {CDLasso} | R Documentation |
Print short summary of results of Greedy Coordinate Descent for L1 Regression. Includes number of cases and predictors, lambda used, estimate of coeffcients produced, the number of selected predictors, and the names of selected predictors.
## S3 method for class 'l1.reg' print(x, ...)
x |
Output of l1.reg. Must be of class "l1.reg" |
... |
N/A |
print.l1.reg
produces selected output from l1.reg
. For more output, see summary.l1.reg.
Edward Grant, Kenneth Lange, Tong Tong Wu
Maintainer: Edward Grant edward.m.grant@gmail.com
Wu, T.T. and Lange, K. (2008). Coordinate Descent Algorithms for Lasso Penalized Regression. Annals of Applied Statistics, Volume 2, No 1, 224-244.
set.seed(100) n=500 p=2000 nz = c(1:5) true.beta<-rep(0,p) true.beta[nz] = c(1,1,1,1,1) x=matrix(rnorm(n*p),p,n) y = t(x) %*% true.beta rownames(x)<-1:nrow(x) colnames(x)<-1:ncol(x) #Lasso penalized L1 regression out<-l1.reg(x,y,lambda=50) #Re-estimate parameters without penalization out2<-l1.reg(x[out$selected,],y,lambda=0) print(out2)