[R] Help concerning Lasso::l1ce

Feng Qiu fengqiu1984 at yahoo.com
Fri Feb 11 10:01:06 CET 2005


Hi, 
First, when I try the example Prostate with bound 0.44
(as in the manual), I got a different result:

> l1c.P <- l1ce(lpsa ~ ., Prostate, bound=0.44)
> l1c.P
....
Coefficients:
(Intercept)      lcavol     lweight         age       
lbph         svi
  1.0435803   0.4740831   0.1953156   0.0000000  
0.0000000   0.3758199
        lcp     gleason       pgg45
  0.0000000   0.0000000   0.0000000
 The relative L1 bound was      : 0.44
The absolute L1 bound was      : 0.8113534
The Lagrangian for the bound is:  17.89198

And the sum of the absolute values of the coefficients
are larger than the bound!! Why?

Second, the manual says that if I set sweep.out to
NULL, the constant term (which is the intercept,
right?)
will be included in the bound, but when I do so, I get
an error "Matrix build from transformed variables has
a constant column". Why?
And how can I constrain the constant term?

Finally, could anyone explain to me the difference
between relative bound and absolute bound? Which is
the actually bound adopted?

    I’m new to R and the lasso2 package, please help
me out, thank you very much.




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