This class stores the results of lars and fusion algorithms.

- nbStep
Number of steps of the algorithm.

- variable
List of vector of size "step+1". The i+1-th item contains the index of non-zero coefficients at the i-th step.

- coefficient
List of vector of size "step+1". The i+1-th item contains the non-zero coefficients at the i-th step.

- l1norm
Vector of length "step+1", containing the L1-norm of the coefficients at each step.

- lambda
Vector of length "step+1", containing the lambda at each step.

- dropIndex
Vector of length "step" containing the index of the dropped variable at the i-th step, 0 means no variable has been dropped at this step.

- addIndex
Vector of length "step" containing the index of the added variable at the i-th step, 0 means no variable has been added at this step.

- mu
Intercept.

- meanX
Mean of columns of X.

- ignored
A vector containing index of ignored variables during the algorithm.

- p
Total number of covariates.

- fusion
If TRUE, results from HDfusion function.

- error
Error message from lars.

HDPenReg documentation built on Jan. 20, 2018, 9:31 a.m.

Embedding an R snippet on your website

Add the following code to your website.

For more information on customizing the embed code, read Embedding Snippets.