regPath.SDTree: Calculate the regularization path of an SDTree

In SDModels: Spectrally Deconfounded Models

Calculate the regularization path of an SDTree

Description

This function calculates the variable importance of an SDTree for different complexity parameters.

Usage

## S3 method for class 'SDTree'
regPath(object, cp_seq = NULL, ...)

Arguments

object	an SDTree object
cp_seq	A sequence of complexity parameters. If NULL, the sequence is calculated automatically using only relevant values.
...	Further arguments passed to or from other methods.

Value

An object of class paths containing

cp	The sequence of complexity parameters.
varImp_path	A matrix with the variable importance for each complexity parameter.
type	Path type

Author(s)

Markus Ulmer

See Also

plot.paths prune get_cp_seq SDTree

Examples

set.seed(1)
n <- 10
X <- matrix(rnorm(n * 5), nrow = n)
y <- sign(X[, 1]) * 3 + sign(X[, 2]) + rnorm(n)
model <- SDTree(x = X, y = y, Q_type = 'no_deconfounding', cp = 0.5)
paths <- regPath(model)
plot(paths)

plot(paths, plotly = TRUE)

SDModels documentation built on April 11, 2025, 5:50 p.m.