getLambdaNcoef: get the lambda value that yield certain number of non-zero...

In lol: Lots Of Lasso

Description

get the lambda value that yield certain number of non-zero coefficients

Usage

getLambdaNcoef(y, x, lambda1, nCoef, track=FALSE, model='linear', standardize=FALSE)

Arguments

y	A vector of expressions
x	a matrix of CN variables
lambda1	minimum lambda to use
nCoef	the number of coefficients to get
track	logical value for tracking the progress
model	which model to use, default to 'linear'
standardize	standardize the data or not

Value

lambda

The lambda value that gives approximate same number of non-zero coefficients as required

Author(s)

Yinyin Yuan

See Also

lasso

Examples

data(chin07)
data <- list(y=chin07$ge[1,], x=t(chin07$cn))
getLambdaNcoef(data$y, data$x, lambda1=.1, nCoef=10, track=TRUE)

lol documentation built on Oct. 31, 2019, 2:21 a.m.