structural.changes.col.matrix: Extraction of critical steps from Lasso path
In cezden/lineaRutils: Utils for Linear Models
Description
Usage
Arguments
Value
Description
Function extracts the steps of the LASSO path resulting in the structural changes of
the model coefficients matrix (adding/dropping coefficient)
as well as the preceeding ones
Usage
1
2
structural.changes.col.matrix(mtx, initial.substeps = TRUE,
final.substeps = TRUE)
Arguments
mtx
the coefficients
strict
if TRUE only the points of the structural change will be returned
Value
(numeric) vector containing the steps with structural changes
cezden/lineaRutils documentation built on May 13, 2019, 3:07 p.m.
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Description Usage Arguments Value
Description
Function extracts the steps of the LASSO path resulting in the structural changes of the model coefficients matrix (adding/dropping coefficient) as well as the preceeding ones
Usage
1 2 | structural.changes.col.matrix(mtx, initial.substeps = TRUE,
final.substeps = TRUE)
|
Arguments
mtx |
the coefficients |
strict |
if |
Value
(numeric) vector containing the steps with structural changes
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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