Get the support for the overall model

Get the indices of nonzero coefficients from the overall model in a fitted ptLasso or cv.ptLasso object, excluding the intercept.

Usage

get.overall.support(fit, s = "lambda.min", gamma = "gamma.min")

Arguments

fit

fitted "ptLasso" or "cv.ptLasso" object.

s

the choice of lambda to use. May be "lambda.min", "lambda.1se" or a numeric value. Default is "lambda.min".

gamma

for use only when 'relax = TRUE' was specified during training. The choice of 'gamma' to use. May be "gamma.min" or "gamma.1se". Default is "gamma.min".

Value

This returns a vector containing the indices of nonzero coefficients (excluding the intercept).

See also

ptLasso, cv.ptLasso.

Author

Erin Craig and Rob Tibshirani
Maintainer: Erin Craig <erincr@stanford.edu>

Examples

# Train data
set.seed(1234)
out = gaussian.example.data(k=2, class.sizes = c(50, 50))
x = out$x; y=out$y; groups = out$group;

fit = ptLasso(x, y, groups = groups, family = "gaussian", type.measure = "mse")

get.overall.support(fit, s="lambda.min") 
#>  [1]  1  2  4  5  6  7  8  9 10 11 12 13 26 29 31 36 40 45 46 58 59
get.overall.support(fit, s="lambda.1se") 
#> [1] 4 5 7

cvfit = cv.ptLasso(x, y, groups = groups, family = "gaussian", type.measure = "mse")

get.overall.support(cvfit, s="lambda.min") 
#>  [1]  1  2  4  5  6  7 10 11 31 45 46 58 59
get.overall.support(cvfit, s="lambda.1se") 
#> [1] 4 5 7