Miguel Ratón Almansa
2008-Jan-09 14:11 UTC
[R] Penalized L1 regression error in lasso2 package
Hi everbody, I need to apply lasso regression using the function l1ce from the lasso2 package: fr <- l1ce( fitness_T ~ ., data = dr, absolute.t=TRUE, standardize=FALSE ); Where fitness_T is my response, "." represents all the terms of my dataframe dr. This function fails when I use a lot of variables (around 200-300 terms) in the dataframe. Is there any constraint about this? This is the error message I get: Error en l1ce(fitness_T ~ ., data = dr, absolute.t = TRUE, standardize = FALSE) : Oops, something went wrong in .C("lasso",..): -1 Sometimes I get the same error when I introduce dataframes like the following (with only 30 terms): X1 X2 X3 X4 X5 X6 X7 X8 1 0.7320944 0.4567412 0.44856288 0.05964432 0.05954413 0.6156447 0.7659501 0.573173534 2 0.7773032 0.3449025 0.04422306 0.50439358 0.39123515 0.8047629 0.4401352 0.064500660 3 0.7773032 0.3449025 0.04422306 0.50439358 0.39123515 0.8047629 0.4401352 0.064500660 4 0.5768691 0.4639482 0.25751515 0.33793192 0.01037575 0.1798244 0.5707092 0.735116023 5 0.9802398 0.5033950 0.48795317 0.97431465 0.51465128 0.2914794 0.6774021 0.602885327 6 0.9802398 0.5033950 0.48795317 0.97431465 0.51465128 0.2914794 0.6774021 0.602885327 7 0.9802398 0.5033950 0.48795317 0.97431465 0.51465128 0.2914794 0.6774021 0.602885327 8 0.8252928 0.4653600 0.85582162 0.53349585 0.81383935 0.8111897 0.5070405 0.006989377 9 0.8252928 0.4653600 0.85582162 0.53349585 0.81383935 0.8111897 0.5070405 0.006989377 10 0.4685068 0.6208291 0.20864631 0.81919070 0.88421721 0.4488032 0.3170425 0.268553276 ... X25 X26 X27 X28 X29 X30 fitness_T 1 0.51582545 0.2883907 0.004668415 0.50093324 0.5488026 0.36071348 -30911635603 2 0.50049201 0.5951309 0.388231982 0.87264326 0.7180451 0.09474729 -30592911895 3 0.50049201 0.5951309 0.388231982 0.87264326 0.7180451 0.09474729 -30592911895 4 0.48488880 0.5687469 0.945986723 0.04843440 0.3921170 0.68509765 -23433191157 5 0.74335685 0.6656366 0.295069967 0.65278954 0.8403278 0.01226897 -8358708674 6 0.74335685 0.6656366 0.295069967 0.65278954 0.8403278 0.01226897 -8358708674 7 0.74335685 0.6656366 0.295069967 0.65278954 0.8403278 0.01226897 -8358708674 8 0.55207468 0.5004715 0.396061154 0.78939996 0.9649179 0.10526002 12377155187 9 0.55207468 0.5004715 0.396061154 0.78939996 0.9649179 0.10526002 12377155187 10 0.01548059 0.5422345 0.408542004 0.05060681 0.8768663 0.49197307 115852466198 I get the same error. Is there any constraint about the values that can take the response in the formula of l1ce? Can somebody help me? Thank you for your help, Miguel Rat?n Almansa