LarsPath-class: Constructor of LarsPath class

Description Details

Description

This class stores the results of lars and fusion algorithms.

Details

nbStep

Number of steps of the algorithm.

variable

List of vector of size "step+1". The i+1-th item contains the index of non-zero coefficients at the i-th step.

coefficient

List of vector of size "step+1". The i+1-th item contains the non-zero coefficients at the i-th step.

lambda

Vector of length "step+1", containing the L1-norm of the coefficients at each step.

dropIndex

Vector of length "step" containing the index of the dropped variable at the i-th step, 0 means no variable has been dropped at this step.

addIndex

Vector of length "step" containing the index of the added variable at the i-th step, 0 means no variable has been added at this step.

mu

Intercept.

ignored

A vector containing index of ignored variables during the algorithm.

p

Total number of covariates.

fusion

If TRUE, results from MPA.fusion function.


MPAlars documentation built on May 2, 2019, 5:47 p.m.