inference.lasso.path.structural.changes: Extraction of critical points from Lasso path

Description Usage Arguments

Description

Function extracts the points of the structure change (adding/dropping coefficient) as well as the preceeding ones, along with their deviance

Usage

1
inference.lasso.path.structural.changes(model.full.lasso, strict = FALSE)

Arguments

model.full.lasso

the model fitted by glmnet function

strict

if TRUE only the points of the structural change will be returned


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