Re: [R] How to get lasso fit coefficient(given penalty tuning parameter \lambda) using lars package

[caolinii]

I have this problem as well
Could you please kindly let me know what s is please. Is s equals to the
value of lambda?

Many thanks 

Lini

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Re: [R] How to get lasso fit coefficient(given penalty tuning parameter \lambda) using lars package

[michael]

Oh, I just realize that I can actually just use this:

beta = coef(lassofit, s=5, mode="lambda")


Michael
On Sun, Dec 5, 2010 at 8:10 PM, michael  wrote:

> Hi, all,
>
>  I am using the lars package for lasso estimate. So I get a lasso
> fit first:
>
> lassofit = lars(x,y,type ="lasso",normalize=T, intercept=T)
> Then I want to get coefficient with respect to a certain value of \lambda
> (the tuning parameter), I know lars has three mode options c("step",
> "fraction", "norm"), but can I use the \lambda value instead of the norm
> which is the L1 norm of coefficients?
>
> Thanks,
>
> Michael
>

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[R] How to get lasso fit coefficient(given penalty tuning parameter \lambda) using lars package

[michael]

Hi, all,

 I am using the lars package for lasso estimate. So I get a lasso
fit first:

lassofit = lars(x,y,type ="lasso",normalize=T, intercept=T)
Then I want to get coefficient with respect to a certain value of \lambda
(the tuning parameter), I know lars has three mode options c("step",
"fraction", "norm"), but can I use the \lambda value instead of the norm
which is the L1 norm of coefficients?

Thanks,

Michael

[[alternative HTML version deleted]]

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