# knitr::opts_chunk$set(echo = TRUE) library(iilasso) library(MASS)
First, we prepare a toy data.
# setting set.seed(0) X <- matrix(rnorm(200, mean=0, sd=1), nrow=20, ncol=10) b <- matrix(c(1,0,-1,0,0,0,0,0,0,0), ncol=1) y <- as.numeric(X %*% b + rnorm(10, mean=0, sd=0.1))
We then model by IILasso with cross validation.
cv_fit <- cv_lasso(X, y, delta=0.1, seed=0) fit <- cv_fit$fit fit$beta[, cv_fit$lambda.min.index] fit$beta[, cv_fit$lambda.1se.index] plot_cv_lasso(cv_fit) plot_lasso(fit)
Finally, we output predictions (for training data in this case).
pr <- predict_lasso(fit, X, cv_fit$lambda.min) plot(pr, y)
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