Description Usage Arguments Details Value See Also Examples
Obtain a sparse matrix of the coefficients of the path
1 | listToMatrix(x, row = c("covariates", "lambda"))
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x |
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row |
"lambda" or "covariates". If row="covariates", each row of the output matrix represents a covariates else ff row="lambda", it represents a value of lambda. |
This functions can be used with a MLGL
object to obtain a matrix with all estimated coefficients for the p original variables.
In case of overlapping groups, coefficients from repeated variables are summed.
a sparse matrix containing the estimated coefficients for different values of lambda
MLGL, overlapgglasso
1 2 3 4 5 6 7 8 | # Simulate gaussian data with block-diagonal variance matrix containing 12 blocks of size 5
X <- simuBlockGaussian(50, 12, 5, 0.7)
# Generate a response variable
y <- X[,c(2,7,12)]%*%c(2,2,-2) + rnorm(50,0,0.5)
# Apply MLGL method
res <- MLGL(X,y)
# Convert output in sparse matrix format
beta <- listToMatrix(res)
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