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p45
2005 Feb 11
1
Help concerning Lasso::l1ce
...n the manual), I got a different result:
> l1c.P <- l1ce(lpsa ~ ., Prostate, bound=0.44)
> l1c.P
....
Coefficients:
(Intercept) lcavol lweight age
lbph svi
1.0435803 0.4740831 0.1953156 0.0000000
0.0000000 0.3758199
lcp gleason pgg45
0.0000000 0.0000000 0.0000000
The relative L1 bound was : 0.44
The absolute L1 bound was : 0.8113534
The Lagrangian for the bound is: 17.89198
And the sum of the absolute values of the coefficients
are larger than the bound!! Why?
Second, the manual says that if I set sweep.out...