Am 20.05.2022 um 21:59 schrieb Cottrell, Allin:
On Fri, May 20, 2022 at 10:35 AM Sven Schreiber <sveto...@gmx.net> wrote:
Hi, one other trivial question about regls:
In the result bundle we have the member "B" with all coefficients, and
"nzb" with the non-zero coefficients. Fine, but then we also have "nzX".
What I'm saying is that we have a mixture of upper- and lowercase
conventions here. Would it be too late to introduce "nzB" as an alias
for "nzb"? Or maybe even better to have "b" mean the same thing as "B",
since the beta vector is also a small greek letter?
I see your point, but here's my rationale for the use of 'b' versus
'B'. Other than in the (unlikely, not very practical) case where the
user wants results for a single penalty value, the object "B" in the
bundle returned by regls will be a matrix with several columns, while
nzb will always be a column vector holding the non-zero elements of
the "optimal" coeff vector (where "optimality" is determined either
via BIC or cross validation).
Right, that makes sense - except in the case where single_b is switched
on and a single output vector is requested for B.
But actually this makes me think: Could there be a case for a matrices
array nzB of length nlambda, where each entry holds the associated
nzb-s? And perhaps likewise nzLX an array of lists with individual nzX-s
in them? But maybe it's overkill.
thanks
sven
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