diabetes | R Documentation |
The diabetes
data frame contains 442 observations used in the Efron et al. "Least Angle Regression" paper.
A data frame with 442 rows and 3 columns:
Matrix with 10 numeric columns (standardized)
Numeric response vector
Matrix with 64 columns including interactions
The x
matrix has been standardized to have unit L2 norm and zero mean in each column.
The x2
matrix extends x
by adding selected interaction terms.
https://web.stanford.edu/~hastie/Papers/LARS/LeastAngle_2002.ps
Efron, Hastie, Johnstone and Tibshirani (2003). "Least Angle Regression" (with discussion), Annals of Statistics.
data(diabetes)
str(diabetes)
summary(diabetes$y)
## Not run:
fit <- islasso(y ~ ., data = data.frame(y = diabetes$y, diabetes$x2),
family = gaussian())
summary(fit, pval = 0.05)
lambda.aic <- aic.islasso(fit, interval = c(1, 100))
fit.aic <- update(fit, lambda = lambda.aic)
summary(fit.aic, pval = 0.05)
## End(Not run)
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