search for: lasso2

Hello, I am trying to shrink the coefficients of a logistic regression for a sparse dataset, I am using the lasso (lasso2) and I am trying to determine the shrinkinage factor by cross-validation. I would like please some of the experts here to tell me whether i'm doing it correctly or not. Below is my dataset and the functions I use w= a b c d e P A 0 0 0 0 0 1 879 1 0 0 0 0 1 3 0 1 0 0 0 7 7 0 0 1 0 0 230 2 0 0...

Dear all, I am quite puzzled about the bound and absolute.t arguments to the l1ce function in the lasso2 package. (The l1ce function estimates the regression parameter b in a regression model y=Xb+e subject to the constraint that |b|<t for some value t). The doc says: bound numeric, either a single number or a vector: the constraint(s) that is/are put onto the L1 norm of the parameters. absolut...

I have had problems like this before. Probably there is something important that I don't know about routing. Let me introduce to you "Lasso2", a CentOS 4 www server that has been working perfectly well for years. Now I added a second nw card (eth1), automatically using kudzu. I cannot get this dual nw setup to work. The first nw card (eth0) stopped at once working properly, when I added the second card. Hw failure is probably...

Dear R community: My platform: R 1.7.0 + windows2000. I am trying to install the package "lasso2" which I saw in the following web address: http://cran.us.r-project.org/src/contrib/PACKAGES.html#emplik. However, I failed to install it from R menu "Packages| Install package(s) from CRAN" since I could not find this item in the list. Thanks in advance! Rui [[alternative HTML...

Dear R community: My platform: R 1.7.0 + windows2000. I am trying to install the package "lasso2" which I saw in the following web address: http://cran.us.r-project.org/src/contrib/PACKAGES.html#emplik. However, I failed to install it from R menu "Packages| Install package(s) from CRAN" since I could not find this item in the list. Thanks in advance! Rui [[alternative HTML...

There are some googlable ways to feed a list of filenames to vim, but I stumble on weird results. With my filelist, I try to do cat list | xargs vim ...to edit the files listed in the file "list". Here's what happens: [root at lasso2 tempdir]# ls -l total 8 -rw-r--r-- 1 root root 0 May 17 18:28 a -rw-r--r-- 1 root root 0 May 17 18:28 b -rw-r--r-- 1 root root 3 May 17 18:31 c -rw-r--r-- 1 root root 12 May 17 18:43 list [root at lasso2 tempdir]# cat list ./a ./b ./c [root at lasso2 tempdir]# cat list | xargs vim 3 files to...

Hi, I tried several settings by using the "family=gaussian" in "gl1ce", but none of them works. For the case "glm" can work. Here is the error message I got: > glm(Petal.Width~Sepal.Length+Sepal.Width+Petal.Length ,data=iris,family=gaussian()) > gl1ce(Petal.Width~Sepal.Length+Sepal.Width+Petal.Length ,data=iris,family=gaussian()) Error in eval(expr, envir,

X is a matrix and F is a vector. F2 <- data.frame(cbind(X,F)) F2 V1 V2 V3 F 1 -0.250536332 -1.4755883 1.9580974 -2.136487 2 -0.009856084 0.4953269 0.5486092 -2.744482 3 -0.406962682 0.7729631 0.1861905 -2.891821 4 1.938780097 0.7469251 1.2537781 -1.212992 5 -0.332370358 1.1943637 0.7114278 -1.830441 modF<-formula(F ~ V1 + V2 + V3) #no error message

Full_Name: Grant Izmirlian Version: 2.2.0 OS: SuSe Linux version 9.2 Submission from: (NULL) (156.40.34.177) Sorry about the last submission, my bug-fix had an error in it because ifelse doesn't vectorize. I'll repost with the correct bug-fix. ------------------------------------------------------------------------------- The option exists to include all parameters, including the

In the package lasso2, there is a Prostate Data. To find coefficients in the prostate cancer example we could impose L1 constraint on the parameters. code is: data(Prostate) p.mean <- apply(Prostate, 5,mean) pros <- sweep(Prostate, 5, p.mean, "-") p.std <- apply(pros, 5, var) pros <- swe...

Dear R-help, I am having trouble with the predict function in lasso2. For example: > data(Iowa) > l1c.I <- l1ce(Yield ~ ., Iowa, bound = 10, absolute.t=TRUE) > predict (l1c.I) # this works is fine > predict (l1c.I,Iowa) Error in eval(exper,envir, enclos) : couldn't find function "Yield" And I have similar trouble whenever I...

...c routine “lasso” in the functions of “gl1ce()” . However, I have following troubles. First, I can not find the routine in the local directories of this function (or package). Second, if I found the routine, could I call it just like this way, say, fit <- .C("lasso", …,PACKAGE = "lasso2") in my own functions. My system is Windows98 with R1.80. Rui Wang Phone: (403)220-4501 Email: rwang@math.ucalgary.ca Department of Mathematics and Statistics University of Calgary [[alternative HTML version deleted]]

Hello list, I've been searching around trying to find whether somebody has written such a package of least angle regression on generalized linear models, like what Lasso2 package does. The extension to generalized linear models is briefly discussed in the comment by D. Madigan and G. Ridgeway. Is such a package available? Thanks, Mike [[alternative HTML version deleted]]

Hi, Is there an R implementation of least angle regression for binary response modeling? I know that this question has been asked before, and I am also aware of the "lasso2" package, but that only implements an L1 penalty, i.e. the Lasso approach. Madigan and Ridgeway in their discussion of Efron et al (2004) describe a LARS-type algorithm for generalized linear models. Has anyone implemented this in R? Thanks for any help. Best, Ravi -----...

Dear all, I was recently contacted by a user about an alledged problem/bug in the latest version of lasso2. After some investigation, we found out that it was a user error which boils down to the following: > x <- matrix(rnorm(200), ncol=2) > var <- "fred" > apply(x, 2, var) Error in get(x, envir, mode, inherits) : variable "fred" of mode "function" was not...

...so, I get an error "Matrix build from transformed variables has a constant column". Why? And how can I constrain the constant term? Finally, could anyone explain to me the difference between relative bound and absolute bound? Which is the actually bound adopted? I’m new to R and the lasso2 package, please help me out, thank you very much.

Dear R-users, For the purpose of model selection I am looking for a way to exhaustively (and efficiently) search for best subsets of predictor variables for a logistic regression model. I am looking for something like leaps() but that works with glm. Any feedback highly appreciated. -- Harald von Waldow <hvwaldow at chem.ethz.ch> Safety and Environmental Technology Group Institute for

Dear all , Is there any subset regression (subset selection regression) package in R other than "leaps"? Thanks and regards Alex [[alternative HTML version deleted]]

...to output them separately then piece them back together into one document.. Thanks in Advance for any help! options (scipen=999, digits=7) library(foreign) library(Hmisc) library(prettyR) library(DAAG) library(lmtest) library(car) library(MASS) library(nlme) library(dyn) library(wle) library(lasso2) library(zoo) tdata <- ts(read.table("C:/tmp/data.csv" ,sep = ",",header=TRUE)) print(tdata) res <- function(dep, indep, fn, env = parent.frame()) { depnm <- deparse(substitute(dep)) indepnm <- deparse(substitute(indep)) fo <- sprintf(&qu...

...d! checking for package ellipse ...failed! checking for package ROracle ...failed! checking for package XML ...failed! checking for package subselect ...failed! checking for package locfit ...failed! checking for package RQuantLib ...failed! checking for package agce ...failed! checking for package lasso2 ...failed! checking for package Matrix ...failed! checking for package rpvm ...failed! checking for package tree ...failed! checking for package RmSQL ...failed! checking for package VR ...failed! checking for package wle ...failed! checking for package e1071 ...failed! checking for package mda ......