glmnet.process.output: The glmnet model postprocessor

Description Usage Arguments Value

Description

The function is based on the results returned by glmnet_tidiers, with an optional application of results filtering using the structural.changes.col.matrix function.

Usage

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glmnet.process.output(glmnet.res, nonzero.coeffs.only = FALSE,
  structural.filter.type = c("none", "initial", "final"), pseudoAIC = FALSE)

Arguments

glmnet.res

the result of the glmnet function

nonzero.coeffs.only

if TRUE only the non-zero model coefficients are returned in the coeffs field

structural.filter.type

the type of the steps filter, selecting the steps from the lambda path resulting in the change of the model structure:

  • ("none"): all steps are returned (default)

  • ("initial"): return initial step of each subpath consisting of the same variables

  • ("final"): return final step of each subpath consisting of the same variables

pseudoAIC

(logical) should AIC be calculated for each model; Remark: the value being calculated is 2*df -2*loglike + 2*loglike(NULL), where df is an approximation of df returned by glmnet

Value

the list with following fields:


cezden/lineaRutils documentation built on May 13, 2019, 3:07 p.m.