如何从R中的套索回归获得系数? [英] How to obtain coefficients from Lasso Regression in R?

问题描述

有人可以告诉我如何在R中的包lars中获得套索回归的系数吗?

Can someone tell me how to get the coefficients for lasso regression in package lars in R?

例如，如果代码如下:

     test_lasso=lars(A,B)

谢谢.

推荐答案

   #First get cross validation score: 
   test_lasso_cv=cv.lars(A,B)

   # Find the best one
   bestfraction = test_lasso_cv$index[which.min(test_lasso_cv$cv)]

   #Find Coefficients
   coef.lasso = predict(test_lasso,A),s=bestfraction,type="coefficient",mode="fraction")

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