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cares
2007 Jun 12
1
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...
2014 Jun 23
0
LASSO coefficients for a specific s
Hi Bruno,
You advised following
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")
in thread https://stat.ethz.ch/pipermail/r-help/2007-June/133982.html
My problem is that, cvres$cv is non...