Compute coefficients

Description

Compute coefficients at a given level of penalty

Usage

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computeCoefficients(x, lambda, mode = "fraction")

Arguments

x

a LarsParth object

lambda

If mode ="norm", lambda represents the l1-norm of the coefficients with which we want to predict. If mode="fraction", lambda represents the ratio (l1-norm of the coefficientswith which we want to predict)/(l1-norm maximal of the LarsPath object).

mode

"fraction" or "norm" or "lambda".

Value

A list containing

variable

Index of non-zeros coefficients.

coefficient

non-zeros coefficients.

Author(s)

Quentin Grimonprez

Examples

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dataset=simul(50,10000,0.4,10,50,matrix(c(0.1,0.8,0.02,0.02),nrow=2))
result=HDlars(dataset$data[1:40,],dataset$response[1:40])
coeff=computeCoefficients(result,0.3,"fraction")