hal9001 (version 0.4.6)

squash_hal_fit: Squash HAL objects

Description

Reduce footprint by dropping basis functions with coefficients of zero

Usage

squash_hal_fit(object)

Value

Object of class hal9001, similar to the input object but reduced such that coefficients belonging to bases with coefficients equal to zero removed.

Arguments

object

An object of class hal9001, containing the results of fitting the Highly Adaptive LASSO, as produced by a call to fit_hal.

Examples

# \donttest{
# generate simple test data
n <- 100
p <- 3
x <- matrix(rnorm(n * p), n, p)
y <- sin(x[, 1]) * sin(x[, 2]) + rnorm(n, mean = 0, sd = 0.2)

# fit HAL model and squash resulting object to reduce footprint
hal_fit <- fit_hal(X = x, Y = y, yolo = FALSE)
squashed <- squash_hal_fit(hal_fit)
# }