| extract_lasso_coef {HMC} | R Documentation |
Extract the lasso estimate from the output of anchored_lasso_testing().
Description
Extract the lasso estimate from the output of anchored_lasso_testing().
Usage
extract_lasso_coef(testing_result)
Arguments
testing_result |
The output/test result list from anchored_lasso_testing(). |
Value
A list, whose elements are the estimated discriminant directions for each split—the length of the output list is the same as n_folds.
The discriminant vectors for each split.
[Package HMC version 1.0 Index]