HDPenReg-package | R Documentation |
This package contains algorithms for lasso and fused-lasso problems. It contains an implementation of the lars algorithm [1], for the lasso and fusion penalization and EM-based algorithms for (logistic) lasso and fused-lasso.
HDlars
HDcvlars
# see vignette
# vignette("HDPenReg")
dataset <- simul(50, 10000, 0.4, 10, 50, matrix(c(0.1, 0.8, 0.02, 0.02), nrow = 2))
result <- HDlars(dataset$data, dataset$response)
# plot coefficient path
plot(result)
# get all coefficients
coefficient <- listToMatrix(result)
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