Displaying 1 result from an estimated 1 matches for "normfraction".
2009 Aug 21
1
LASSO: glmpath and cv.glmpath
.... Its
produced by
cv <- cv.glmpath(x=as.matrix(X), y=unclass(T)-1, family="binomial", type
="response", plot.it=TRUE, se=TRUE)
abline(v= cv$fraction[max(which(cv$cv.error==min(cv$cv.error)))],
col="red", lty=2, lwd=3)
Does anyone know, how to conclude from the Normfraction in PICTURE 2 to
the corresponding model in PICTURE 1? What is the best model? Which
coefficients does it have? I can only see the best model's cross
validation error, but not the actual model. How to see it?
Thank you,
Peter
PICTURE 1:
PICTURE 2: