Get the indices of non-zero variables in all steps from msaenet model objects.
Author
Nan Xiao <https://nanx.me>
Examples
dat <- msaenet.sim.gaussian(
n = 150, p = 500, rho = 0.6,
coef = rep(1, 5), snr = 2, p.train = 0.7,
seed = 1001
)
msaenet.fit <- msaenet(
dat$x.tr, dat$y.tr,
alphas = seq(0.2, 0.8, 0.2),
nsteps = 3L, seed = 1003
)
msaenet.nzv.all(msaenet.fit)
#> [[1]]
#> [1] 1 2 3 4 5 6 33 35 49 73 114 145 183 235 269 334 363 379 441
#> [20] 449
#>
#> [[2]]
#> [1] 2 3 4 5 35 49 114 269 363 379
#>
#> [[3]]
#> [1] 2 3 4 5 35 114 269 363 379
#>
#> [[4]]
#> [1] 2 4 5 35 114 269 363 379
#>