lassogrpModelmatrix: Model Matrix for Lasso

In lassogrp: Lasso Regression Including Group Lasso and Adaptive Lasso

Description

Generates the model matrix and adds information about variables to be penalized or non-penalized by the L1 term in the lasso fitting. The user will rarely call this function.

Usage

lassogrpModelmatrix(m, formula, nonpen = ~1, data, weights, subset,
  na.action, contrasts, env)

Arguments

m	call to the lasso function
formula	model formula
nonpen	formula defining the non-penalized variables
data	data.frame in which the variables are found
weights	as in lm
subset	as in lm
na.action	as in lm
contrasts	as in lm
env	environment in which the formula is evaluated

Details

This function generates the model.matrix and the 'index' vector which stores the information about penalization

Value

x	model.matrix
y	response
w	weights
off	offset
mf	model.frame
index	vector of length ncol(x) determining groups for penalization. Negative values correspond to non-penalized variables.

Author(s)

Lukas Meier, modified by Werner [e-mail]

Examples

## not to be called by the user. Is called from function lasso.

lassogrp documentation built on July 25, 2021, 3 a.m.