print.l2.reg {CDLasso} | R Documentation |
Print short summary of results of Cyclic Coordinate Descent for L2 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 'l2.reg' print(x, ...)
x |
Output of l2.reg. Must be of class "l2.reg" |
... |
N/A |
print.L1_REG
produces selected output from l2.reg. For more output, see summary.l2.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 nzfixed = c(1:5) true.beta<-rep(0,p) true.beta[nzfixed] = 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 L2 regression out<-l2.reg(x,y,lambda=2) #Re-estimate parameters without penalization out2<-l2.reg(x[out$selected,],y,lambda=0) print(out2)