compute_gauss_lasso: Do a lm on top of a lasso regression.

In pbastide/PhylogeneticEM: Automatic Shift Detection using a Phylogenetic EM

Do a lm on top of a lasso regression.

Description

compute_gauss_lasso takes the variables selected by a lasso procedure, and uses them to do a simple linear least square regression. Function used is lm for non-transformed data (root = NULL), and lm.fit for transformed data (root = an integer).

Usage

compute_gauss_lasso(
  Ypt,
  Xp,
  delta,
  root,
  projection = which(rowSums(delta) != 0)
)

Arguments

Ypt	(transformed) data
Xp	(transformed) matrix of regression
delta	regression coefficients obtained with a lasso regression
root	the position of the root (intercept) in delta

Details

Depending on the value of root, the behavior is different. If root is null, then we fit a linear regression with an intercept. If root is equal to an integer, then the "intercept" column of the matrix Xp (that has possibly been trough a multiplication with a Cholesky decomposition of the variance) is included, rather than the intercept.

Value

Named list, with "E0.gauss" the intercept (value at the root); "shifts.gauss" the list of shifts found on the branches; and "residuals" the residuals of the regression

pbastide/PhylogeneticEM documentation built on Feb. 12, 2024, 1:27 a.m.