Description Usage Arguments Value Author(s) Examples
Extracts the nonzero features for each model.
1 2 | ## S3 method for class 'lsgl'
features(object, ...)
|
object |
a lsgl object |
... |
ignored |
a list of of length nmod(x)
containing the nonzero features (that is nonzero columns of the beta matrices)
Martin Vincent
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 | set.seed(100) # This may be removed, it ensures consistency of the daily tests
## Simulate from Y=XB+E, the dimension of Y is N x K, X is N x p, B is p x K
N <- 100 #number of samples
p <- 50 #number of covariates
K <- 25 #number of groups
B<-matrix(sample(c(rep(1,p*K*0.1),rep(0, p*K-as.integer(p*K*0.1)))),nrow=p,ncol=K)
X<-matrix(rnorm(N*p,1,1),nrow=N,ncol=p)
Y<-X%*%B+matrix(rnorm(N*K,0,1),N,K)
lambda<-lsgl::lambda(X,Y, alpha=1, d = 25, lambda.min=.5, intercept=FALSE)
fit <-lsgl::fit(X,Y, alpha=1, lambda = lambda, intercept=FALSE)
# the nonzero features of model 1, 10 and 25
features(fit)[c(1,10,25)]
# count the number of nonzero features in each model
sapply(features(fit), length)
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