File:Cvglmnetplot.png

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Original file(1,000 × 400 pixels, file size: 34 KB, MIME type: image/png)

Summary

n <- 100
set.seed(1)
x1 <- rnorm(n)
e <- rnorm(n)*.01
y <- x1 + e

x4 <- x1
fit <- cv.glmnet(x=cbind(x1, x4, matrix(rnorm(n*10), nr=n)), y=y)
plot(fit)

length(fit$lambda)
# [1] 39

fit$nzero
#  s0  s1  s2  s3  s4  s5  s6  s7  s8  s9 s10 s11 s12 s13 s14 
#   0   1   1   1   1   1   1   1   1   1   1   1   1   2   1 
# s15 s16 s17 s18 s19 s20 s21 s22 s23 s24 s25 s26 s27 s28 s29 
#   1   1   2   2   1   2   2   1   1   1   2   1   1   1   2 
# s30 s31 s32 s33 s34 s35 s36 s37 s38 
#   2   2   1   1   1   2   1   1   2

sapply(1:39, function(i) sum(coefficients(fit, lambda = fit$lambda[i])[,1] != 0))
 [1] 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2
[31] 2 2 2 2 2 2 2 2 2

File history

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Date/TimeThumbnailDimensionsUserComment
current16:39, 11 October 2022Thumbnail for version as of 16:39, 11 October 20221,000 × 400 (34 KB)Brb (talk | contribs)<pre> n <- 100 set.seed(1) x1 <- rnorm(n) e <- rnorm(n)*.01 y <- x1 + e x4 <- x fit <- cv.glmnet(x=cbind(x1, x4, matrix(rnorm(n*10), nr=n)), y=y) plot (fit) </pre>

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