formula, like y~X, i.e., dependent~response variables
data
data frame to be analyzed
sopt
optimal fraction from Lasso regression, see details
plot.opt
if TRUE a plot will be generated
...
additional plot arguments
Value
coefficientsregression coefficients for the optimal Lasso parameter
soptoptimal value for fraction
numb.zeronumber of zero coefficients for optimal fraction
numb.nonzeronumber of nonzero coefficients for optimal fraction
indindex of fraction with optimal choice for fraction
Details
Using the function lassoCV for cross-validation, the optimal
fraction sopt can be determined. Besides a plot for the Lasso coefficients
for all values of fraction, the optimal fraction is taken to compute the
number of coefficients that are exactly zero.
References
K. Varmuza and P. Filzmoser: Introduction to Multivariate Statistical Analysis
in Chemometrics. CRC Press, Boca Raton, FL, 2009.