Description Usage Arguments Details Value Author(s) Examples
Extract a regression fit from a lasso fit (table) of class
"linkS4class{lassogrp}"
.
1 2 3 4 |
object, x |
an object of class |
i |
a single index for |
lambda |
alternatively to specifying |
data |
the data originally used which must still be available. (The latter restriction will possibly be relaxed in the future.). By default it is found in the environment. |
fitfun |
fitting function that determines the structure of the
return value. Note that coefficients and more will be taken from
|
... |
additional arguments passed to |
extract.lassogrp()
generates an object of a regression class
like lm
or regr
. This is useful for applying the
respective plot and print methods to the lasso fit.
The result of an unpenalized fit to the “selected” model
(terms with non-zero coefficients) is available as fit.unpen
component of the result.
extract.lassogrp()
:object of (S3) class "lassofit"
,
also inheriting from the class specified by fitfun
.
Component fit.unpen
: The result of fitting the model (by fitfun
)
to the reduced model.
x[i]
:an object of class lassogrp
containing only the specified
fits, i.e. all the information corresponding to these fits.
Werner Stahel, stahel@stat.math.ethz.ch
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 | data(asphalt)
rr <- lasso(log10(RUT) ~ log10(VISC) + ASPH+BASE+FINES+VOIDS+RUN,
data=asphalt, adaptive=TRUE)
length(rr$lambda) # 21
## Extract results for three lambda's (currently works wrongly!)
rr[c(1,19,20)]
extract.lassogrp(rr, 2)
extract.lassogrp(rr, 19)
## The above relies on finding the original data;
## it does not work otherwise
d.a <- asphalt
rm(asphalt)
try(extract.lassogrp(rr, lambda=2.5)) # -> error: cannot find 'asphalt'
## it works if you can specify the data :
extract.lassogrp(rr, lambda=2.5, data=d.a)
|
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