Constructor of LarsPath class

Description

This class stores the results of lars and fusion algorithms.

Details

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.

See Also

HDlars