| lassocoef {chemometrics} | R Documentation |
Plot Lasso coefficients
Description
Plots the coefficients of Lasso regression
Usage
lassocoef(formula, data, sopt, plot.opt = TRUE, ...)
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 |
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.
Value
coefficients |
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 |
Author(s)
Peter Filzmoser <P.Filzmoser@tuwien.ac.at>
References
K. Varmuza and P. Filzmoser: Introduction to Multivariate Statistical Analysis in Chemometrics. CRC Press, Boca Raton, FL, 2009.
See Also
Examples
data(PAC)
res=lassocoef(y~X,data=PAC,sopt=0.3)