Inline: On Tue, Mar 27, 2012 at 10:00 AM, Weidong Gu <anopheles...@gmail.com> wrote: > Hi, > > your code has errors: apply function only has 1 or 2 as margin.
FALSE. Please re-read the Help files. It works as expected with arbitrary higher dim arrays. -- Bert > > bound is used as turning parameter for summation of absolute > coefficients. lasso runs on a grid of the turning parameter for > varying strength of shrinkage. so each turning value may yield > different sets of coefficients and values. cross validation is used to > estimate the value of the turning parameter which gives the smallest > errors (mse or deviance) on testing data. > > Weidong Gu > > > > On Tue, Mar 27, 2012 at 10:35 AM, yx78 <yangx...@gmail.com> wrote: >> 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 <- sweep(pros, 5, sqrt(p.std),"/") >> pros[, "lpsa"] <- Prostate[, "lpsa"] >> l1ce(lpsa ~ . , pros, bound = 0.44) >> >> I can't figure out what dose 0.44 come from. On the paper it said it was >> from generalized cross-validation and it is the optimal choice. >> >> paper name: Regression Shrinkage and Selection via the Lasso >> >> author: Robert Tibshirani >> >> >> >> -- >> View this message in context: >> http://r.789695.n4.nabble.com/lasso-constraint-tp4508998p4508998.html >> Sent from the R help mailing list archive at Nabble.com. >> >> ______________________________________________ >> R-help@r-project.org mailing list >> https://stat.ethz.ch/mailman/listinfo/r-help >> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html >> and provide commented, minimal, self-contained, reproducible code. > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. -- Bert Gunter Genentech Nonclinical Biostatistics Internal Contact Info: Phone: 467-7374 Website: http://pharmadevelopment.roche.com/index/pdb/pdb-functional-groups/pdb-biostatistics/pdb-ncb-home.htm ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
