[R] Penalized L1 regression error in lasso2 package

Miguel Ratón Almansa cibermike at telefonica.net
Wed Jan 9 15:11:33 CET 2008


Hi everbody,

I need to apply lasso regression using the function l1ce from the lasso2 
package:

fr <- l1ce( fitness_T ~ ., data = dr, absolute.t=TRUE, standardize=FALSE );

Where fitness_T is my response, "." represents all the terms of my 
dataframe dr. This function fails when I use a lot of variables (around 
200-300 terms) in the dataframe. Is there any constraint about this? 
This is the error message I get:

Error en l1ce(fitness_T ~ ., data = dr, absolute.t = TRUE, standardize = 
FALSE) :
  Oops, something went wrong in .C("lasso",..): -1

Sometimes I get the same error when I introduce dataframes like the 
following (with only 30 terms):

          X1                  X2           X3              X4           
    X5             X6              X7              X8
1  0.7320944 0.4567412 0.44856288 0.05964432 0.05954413 0.6156447 
0.7659501 0.573173534
2  0.7773032 0.3449025 0.04422306 0.50439358 0.39123515 0.8047629 
0.4401352 0.064500660
3  0.7773032 0.3449025 0.04422306 0.50439358 0.39123515 0.8047629 
0.4401352 0.064500660
4  0.5768691 0.4639482 0.25751515 0.33793192 0.01037575 0.1798244 
0.5707092 0.735116023
5  0.9802398 0.5033950 0.48795317 0.97431465 0.51465128 0.2914794 
0.6774021 0.602885327
6  0.9802398 0.5033950 0.48795317 0.97431465 0.51465128 0.2914794 
0.6774021 0.602885327
7  0.9802398 0.5033950 0.48795317 0.97431465 0.51465128 0.2914794 
0.6774021 0.602885327
8  0.8252928 0.4653600 0.85582162 0.53349585 0.81383935 0.8111897 
0.5070405 0.006989377
9  0.8252928 0.4653600 0.85582162 0.53349585 0.81383935 0.8111897 
0.5070405 0.006989377
10 0.4685068 0.6208291 0.20864631 0.81919070 0.88421721 0.4488032 
0.3170425 0.268553276

...

          X25              X26             X27             X28          
   X29          X30             fitness_T
1  0.51582545 0.2883907 0.004668415 0.50093324 0.5488026 0.36071348 
-30911635603
2  0.50049201 0.5951309 0.388231982 0.87264326 0.7180451 0.09474729 
-30592911895
3  0.50049201 0.5951309 0.388231982 0.87264326 0.7180451 0.09474729 
-30592911895
4  0.48488880 0.5687469 0.945986723 0.04843440 0.3921170 0.68509765 
-23433191157
5  0.74335685 0.6656366 0.295069967 0.65278954 0.8403278 0.01226897  
-8358708674
6  0.74335685 0.6656366 0.295069967 0.65278954 0.8403278 0.01226897  
-8358708674
7  0.74335685 0.6656366 0.295069967 0.65278954 0.8403278 0.01226897  
-8358708674
8  0.55207468 0.5004715 0.396061154 0.78939996 0.9649179 0.10526002  
12377155187
9  0.55207468 0.5004715 0.396061154 0.78939996 0.9649179 0.10526002  
12377155187
10 0.01548059 0.5422345 0.408542004 0.05060681 0.8768663 0.49197307 
115852466198

I get the same error. Is there any constraint about the values that can 
take the response in the formula of l1ce?

Can somebody help me?

Thank you for your help,
Miguel Ratón Almansa




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