R help - Jun 2007 - LASSO coefficients for a specific s

Hello,

I have a question about the lars package. I am using this package to get the
coefficients at a specific LASSO parameter s.


data(diabetes)
attach(diabetes)

object <- lars(x,y,type="lasso")

cvres<-cv.lars(x,y,K=10,fraction = seq(from = 0, to = 1, length = 100))

fits <- predict.lars(object, type="coefficients", s=0.1,
mode="fraction")


Can I assign automatically the best s value to predict.lars which is given by
the CV process (cv.lars)? Or, do I need to manually find the s value that gives
the minimum cv value from cv.lars, and assign it as the s value in predict.lars?

I would appreciate any advice on this. Thanks,
Seungho Huh

Hy,
no need to find the best s value. CV does it for you:
cvres<-cv.lars(X,Y,K=10,type='lasso')
sAtBest<-cvres$fraction[which.min(cvres$cv)]
fits <- predict.lars(object, type="coefficients", s=sAtBest,
mode="fraction")

...
Ciao
Bruno
> Hello,
> 
> I have a question about the lars package. I am using this package to get
the coefficients at a specific LASSO parameter s.
> 
> 
> data(diabetes)
> attach(diabetes)
> 
> object <- lars(x,y,type="lasso")
> 
> cvres<-cv.lars(x,y,K=10,fraction = seq(from = 0, to = 1, length = 100))
> 
> fits <- predict.lars(object, type="coefficients", s=0.1,
mode="fraction")
> 
> 
> Can I assign automatically the best s value to predict.lars which is given
by the CV process (cv.lars)? Or, do I need to manually find the s value that
gives the minimum cv value from cv.lars, and assign it as the s value in
predict.lars?
> 
> I would appreciate any advice on this. Thanks,
> Seungho Huh
> 
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list
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> PLEASE do read the posting guide
http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
> 

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