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profle
2011 May 01
1
Different results of coefficients by packages penalized and glmnet
...s of coef. Can someone
kindly explain.
# lasso using penalized
library(penalized)
pena.fit2<-penalized(HRLNM,penalized=~CN+NoSus,lambda1=1,model="logistic",standardize=TRUE)
pena.fit2
coef(pena.fit2)
opt<-optL1(HRLNM,penalized=~CN+NoSus,fold=5)
opt$lambda
coef(opt$fullfit)
prof<-profL1(HRLNM,penalized=~CN+NoSus,fold=opt$fold,steps=20)
plot(prof$lambda, prof$cvl, type="l")
plotpath(prof$fullfit)
pena.fit2<-penalized(HRLNM,penalized=~CN+NoSus,lambda1=opt$lambda,model="logistic",standardize=TRUE,steps=20)
plotpath(pena.fit2)
pena.fit2<-penalized(HRLNM,penal...