print.l2.reg: Print results of Cyclic Coordinate Descent for L2 Regression

In CDLasso: Coordinate Descent Algorithms for Lasso Penalized L1, L2, and Logistic Regression

Description

Print short summary of results of Cyclic Coordinate Descent for L2 Regression. Includes number of cases and predictors, lambda used, estimate of coeffcients produced, the number of selected predictors, and the names of selected predictors.

Usage

## S3 method for class 'l2.reg'
print(x, ...)

Arguments

x	Output of l2.reg. Must be of class "l2.reg"
...	N/A

Details

print.L1_REG produces selected output from l2.reg. For more output, see summary.l2.reg.

Author(s)

Edward Grant, Kenneth Lange, Tong Tong Wu

Maintainer: Edward Grant [e-mail]

References

Wu, T.T. and Lange, K. (2008). Coordinate Descent Algorithms for Lasso Penalized Regression. Annals of Applied Statistics, Volume 2, No 1, 224-244.

See Also

summary.l2.reg

l2.reg

Examples

set.seed(100)
n=500
p=2000
nzfixed = c(1:5)
true.beta<-rep(0,p)
true.beta[nzfixed] = c(1,1,1,1,1)

x=matrix(rnorm(n*p),p,n)
y = t(x) %*% true.beta

rownames(x)<-1:nrow(x)
colnames(x)<-1:ncol(x)

#Lasso penalized L2 regression
out<-l2.reg(x,y,lambda=2)

#Re-estimate parameters without penalization
out2<-l2.reg(x[out$selected,],y,lambda=0)
print(out2)

CDLasso documentation built on May 1, 2019, 8:02 p.m.