find_independent_regression_vectors.glmnet_multivariate: Given a regularization path, find K selected independent...
In pbastide/PhylogeneticEM: Automatic Shift Detection using a Phylogenetic EM
find_independent_regression_vectors.glmnet_multivariate R Documentation
Given a regularization path, find K selected independent variables.
Description
find_independent_regression_vectors tries to find a situation where K variables
are selected, so that the selected columns of matrix Xp are independent.
Usage
find_independent_regression_vectors.glmnet_multivariate(Xp, K, fit, root)
Arguments
Xp
(transformed) matrix of regression
K
number of non-zero components allowed
root
integer, position of the root column (intercept) excluded from the fit. null
if no root column.
Details
To do that, if a set of selected is not independent, we go back to the previous selected
variables, and forbid the moves that led to non-independence for the rest of the path.
Value
delta a vector of regression with K non-zero coefficients.
pbastide/PhylogeneticEM documentation built on Feb. 12, 2024, 1:27 a.m.
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.
| find_independent_regression_vectors.glmnet_multivariate | R Documentation |
Given a regularization path, find K selected independent variables.
Description
find_independent_regression_vectors tries to find a situation where K variables
are selected, so that the selected columns of matrix Xp are independent.
Usage
find_independent_regression_vectors.glmnet_multivariate(Xp, K, fit, root)
Arguments
Xp |
(transformed) matrix of regression |
K |
number of non-zero components allowed |
root |
integer, position of the root column (intercept) excluded from the fit. null if no root column. |
Details
To do that, if a set of selected is not independent, we go back to the previous selected variables, and forbid the moves that led to non-independence for the rest of the path.
Value
delta a vector of regression with K non-zero coefficients.
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.