lassocoef: Plot Lasso coefficients

In chemometrics: Multivariate Statistical Analysis in Chemometrics

Plot Lasso coefficients

Description

Plots the coefficients of Lasso regression

Usage

lassocoef(formula, data, sopt, plot.opt = TRUE, ...)

Arguments

formula	formula, like y~X, i.e., dependent~response variables
data	data frame to be analyzed
sopt	optimal fraction from Lasso regression, see details
plot.opt	if TRUE a plot will be generated
...	additional plot arguments

Details

Using the function lassoCV for cross-validation, the optimal fraction sopt can be determined. Besides a plot for the Lasso coefficients for all values of fraction, the optimal fraction is taken to compute the number of coefficients that are exactly zero.

Value

coefficients	regression coefficients for the optimal Lasso parameter
sopt	optimal value for fraction
numb.zero	number of zero coefficients for optimal fraction
numb.nonzero	number of nonzero coefficients for optimal fraction
ind	index of fraction with optimal choice for fraction

Author(s)

Peter Filzmoser <[e-mail]>

References

K. Varmuza and P. Filzmoser: Introduction to Multivariate Statistical Analysis in Chemometrics. CRC Press, Boca Raton, FL, 2009.

See Also

cv.lars, lassoCV

Examples

data(PAC)
res=lassocoef(y~X,data=PAC,sopt=0.3)

chemometrics documentation built on Aug. 25, 2023, 5:18 p.m.