BRLasso: Bootstrap ranking LASSO model.

In elasso: Enhanced Least Absolute Shrinkage and Selection Operator Regression Model

Description

This function performs a LASSO logistic regression model using a bootstrap ranking procedure.

Usage

BRLasso(x, y, B = 5, Boots = 100, kfold = 10)

Arguments

x	the predictor matrix
y	the response variable, a factor object with values of 0 and 1
B	the external loop for intersection operation, with the default value 5
Boots	the internal loop for bootstrap sampling, with the default value 100
kfold	the K-fold cross validation, with the default value 10

References

Guo, P., Zeng, F., Hu, X., Zhang, D., Zhu, S., Deng, Y., & Hao, Y. (2015). Improved Variable Selection Algorithm Using a LASSO-Type Penalty, with an Application to Assessing Hepatitis B Infection Relevant Factors in Community Residents. PLoS One, 27;10(7):e0134151.

Examples

library(datasets)
head(iris)
X <- as.matrix(subset(iris,iris$Species!="setosa")[,-5])
Y <- as.factor(ifelse(subset(iris,iris$Species!="setosa")[,5]=='versicolor',0,1))
# Fitting a bootstrap ranking LASSO (BRLASSO) logistic regression model
BRLasso.fit <- BRLasso(x=X, y=Y, B=2, Boots=10, kfold=10)
# Variables selected by the BRLASSO model
BRLasso.fit$var.selected
# Coefficients of the selected variables
BRLasso.fit$var.coef

Example output

Loading required package: glmnet
Loading required package: Matrix
Loading required package: foreach
Loaded glmnet 2.0-16

Loading required package: SiZer
  Sepal.Length Sepal.Width Petal.Length Petal.Width Species
1          5.1         3.5          1.4         0.2  setosa
2          4.9         3.0          1.4         0.2  setosa
3          4.7         3.2          1.3         0.2  setosa
4          4.6         3.1          1.5         0.2  setosa
5          5.0         3.6          1.4         0.2  setosa
6          5.4         3.9          1.7         0.4  setosa
Step 1-Current iteration:  1 
Step 1-Current iteration:  2 
Step 1-Current iteration:  3 
Step 1-Current iteration:  4 
Step 1-Current iteration:  5 
Step 1-Current iteration:  6 
Step 1-Current iteration:  7 
Step 1-Current iteration:  8 
Step 1-Current iteration:  9 
Step 1-Current iteration:  10 
Step 2-Current iteration:  1 
Step 1-Current iteration:  1 
Step 1-Current iteration:  2 
Step 1-Current iteration:  3 
Step 1-Current iteration:  4 
Step 1-Current iteration:  5 
Step 1-Current iteration:  6 
Step 1-Current iteration:  7 
Step 1-Current iteration:  8 
Step 1-Current iteration:  9 
Step 1-Current iteration:  10 
Step 2-Current iteration:  2 
[1] "Petal.Width"
Petal.Width 
   20.46436 

elasso documentation built on May 2, 2019, 3:43 p.m.