oscar.sparsify {oscar} | R Documentation |
Create a sparse matrix representation of betas as a function of k
Description
Variable estimates (rows) as a function of cardinality (k, columns). Since a model can drop out variables in favor of two better ones as k increases, this sparse representation helps visualize which variables are included at what cardinality.
Usage
oscar.sparsify(fit, kmax = fit@kmax)
Arguments
fit |
oscar-model object |
kmax |
Create matrix until kmax-value; by default same as for fit object, but for high dimensional tasks one may wish to reduce this |
Details
Uses sparseMatrix-class from Matrix-package
Value
A sparse matrix of variables (rows) as a function of cardinality k (columns), where elements are the beta estimates.
Examples
if(interactive()){
data(ex)
fit <- oscar(x=ex_X, y=ex_Y, k=ex_K, w=ex_c, family='cox')
oscar.sparsify(fit, kmax=5)
}
[Package oscar version 1.2.1 Index]