```
# NOT RUN {
### a simple two-dimensional example: cars data
cars.gb <- glmboost(dist ~ speed, data = cars,
control = boost_control(mstop = 2000),
center = FALSE)
cars.gb
### coefficients should coincide
cf <- coef(cars.gb, off2int = TRUE) ## add offset to intercept
coef(cars.gb) + c(cars.gb$offset, 0) ## add offset to intercept (by hand)
signif(cf, 3)
signif(coef(lm(dist ~ speed, data = cars)), 3)
## almost converged. With higher mstop the results get even better
### now we center the design matrix for
### much quicker "convergence"
cars.gb_centered <- glmboost(dist ~ speed, data = cars,
control = boost_control(mstop = 2000),
center = TRUE)
## plot coefficient paths of glmboost
par(mfrow=c(1,2), mai = par("mai") * c(1, 1, 1, 2.5))
plot(cars.gb, main = "without centering")
plot(cars.gb_centered, main = "with centering")
### alternative loss function: absolute loss
cars.gbl <- glmboost(dist ~ speed, data = cars,
control = boost_control(mstop = 1000),
family = Laplace())
cars.gbl
coef(cars.gbl, off2int = TRUE)
### plot fit
par(mfrow = c(1,1))
plot(dist ~ speed, data = cars)
lines(cars$speed, predict(cars.gb), col = "red") ## quadratic loss
lines(cars$speed, predict(cars.gbl), col = "green") ## absolute loss
### Huber loss with adaptive choice of delta
cars.gbh <- glmboost(dist ~ speed, data = cars,
control = boost_control(mstop = 1000),
family = Huber())
lines(cars$speed, predict(cars.gbh), col = "blue") ## Huber loss
legend("topleft", col = c("red", "green", "blue"), lty = 1,
legend = c("Gaussian", "Laplace", "Huber"), bty = "n")
### sparse high-dimensional example that makes use of the matrix
### interface of glmboost and uses the matrix representation from
### package Matrix
library("Matrix")
n <- 100
p <- 10000
ptrue <- 10
X <- Matrix(0, nrow = n, ncol = p)
X[sample(1:(n * p), floor(n * p / 20))] <- runif(floor(n * p / 20))
beta <- numeric(p)
beta[sample(1:p, ptrue)] <- 10
y <- drop(X %*% beta + rnorm(n, sd = 0.1))
mod <- glmboost(y = y, x = X, center = TRUE) ### mstop needs tuning
coef(mod, which = which(beta > 0))
# }
```

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