tlars {tlars}

Executes the Terminating-LARS (T-LARS) algorithm

Description

Modifies the generic tlars_cpp model by executing the T-LARS algorithm and including the results in the tlars_cpp model.

Usage

tlars(model, T_stop = 1, early_stop = TRUE, info = TRUE)

Arguments

model

Object of the class tlars_cpp.

T_stop

Number of included dummies after which the random experiments (i.e., forward selection processes) are stopped.

early_stop

Logical. If TRUE, then the forward selection process is stopped after T_stop dummies have been included. Otherwise the entire solution path is computed.

info

If TRUE information about the T-LARS step are printed.

Value

No return value. Executes the T-LARS algorithm and includes the results in the associated object of class tlars_cpp.

Examples

data("Gauss_data")
X <- Gauss_data$X
y <- drop(Gauss_data$y)
p <- ncol(X)
n <- nrow(X)
num_dummies <- p
dummies <- matrix(stats::rnorm(n * p), nrow = n, ncol = num_dummies)
XD <- cbind(X, dummies)
mod_tlars <- tlars_model(X = XD, y = y, num_dummies = num_dummies)
tlars(model = mod_tlars, T_stop = 3, early_stop = TRUE)
beta <- mod_tlars$get_beta()
beta