setting option glmnetSet

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Soren Blomquist
Soren Blomquist 2011년 3월 21일
I am using the lasso program written by Jerome Friedman, Trevor Hastie and Rob Tibshirani. I don't understand how to use the function glmnetSet to set options. In particular I would like to calculate the coefficinet vectro for just one value of lamda, namley lamda=0.354. How should I write my command? I have tried things like options=glmnetSet('lambda',0.354) but it does not work

답변 (1개)

Naman
Naman 2011년 4월 6일
Very easy dear. Suppose you want to set alpha as 0.5 and dfmax as 9, other things to be kept default. Then do as follows,
opts=struct; opts.alpha=0.5; opts.dfmax=9; options=glmnetSet(opts);
You can now use options in other functions like,
glmnet(x,y,'gaussian',options).

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