setting option glmnetSet
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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
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Naman
il 6 Apr 2011
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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