[R] LASSO coefficients for a specific s

From: Seungho Huh <Seungho.Huh_at_sas.com>
Date: Tue, 12 Jun 2007 10:24:48 -0400


Hello,

I have a question about the lars package. I am using this package to get the coefficients at a specific LASSO parameter s.

data(diabetes)
attach(diabetes)

object <- lars(x,y,type="lasso")

cvres<-cv.lars(x,y,K=10,fraction = seq(from = 0, to = 1, length = 100))

fits <- predict.lars(object, type="coefficients", s=0.1, mode="fraction")

Can I assign automatically the best s value to predict.lars which is given by the CV process (cv.lars)? Or, do I need to manually find the s value that gives the minimum cv value from cv.lars, and assign it as the s value in predict.lars?

I would appreciate any advice on this. Thanks, Seungho Huh



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