Dear all,
I want to do the following process as a loop ( to run
automatically with dimension of X, here 50). How can I do that? Your
cooments will be highly appreciable.
Alex
*# Code:*
library(lars)
library(chemometrics)
X<-matrix(rnorm(2500),ncol=50)
dim(X)
# [1] 50 50
X1<-X[,2:dim(X)[2]] # I have taken out first column
dim(X1)
#[1] 50 49
X2<-X1[2:dim(X1)[1],] # new X2 is constructed
dim(X2)
#[1] 49 49
y<-as.matrix(X1[1,]) # Now first row of the X1 acts a response vector
dim(y)
# [1] 49 1
# application of LASSO regression where y is response and X2 is a design
matrix
data1<-data.frame(y,X2=I(X2))
lasso_res=lassoCV(y~X2,data=data1,K=10,fraction=seq(0.1,1,by=0.1),use.Gram=FALSE)
# to get optimum value of Cross Validation
lasso_coef=lassocoef(y~X2,data=data1,sopt=lasso_res$sopt,use.Gram=FALSE) #
to get the coefficients
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