Dear Members,
I am working on Elastic net and using R package for that. I
have two matrix. My response is a matrix of size 50X50 and predictor is also
in same
size. I want to extract only cloumns from the matrix and do the elastic net
analysis then store them as a matrix.
library(elasticnet)
library(lars)
XB<-matrix(rnorm(2500,0,1), ncol=50,nrow=50)
y1<-matrix(rnorm(2500,0,1), ncol=50,nrow=50)
en1<-enet(x=XB,y=y1[,1],lambda=1,normalize=TRUE,intercept=TRUE) # here I
have used one column 1 as my respose
coefs<-predict(en1,s=0.45,type="coef",mode="fraction")
Here, I want to apply some loop to calculate all the columns and store the
all coefficients.
Thanks for your help
Allisa
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