R: Given a regularization path, find K selected independent...

find_independent_regression_vectors.glmnet_multivariate {PhylogeneticEM} | R Documentation

## Given a regularization path, find K selected independent variables.

### Description

`find_independent_regression_vectors` tries to find a situation where K variables are selected, so that the selected columns of matrix Xp are independent.

### Usage

    find_independent_regression_vectors.glmnet_multivariate(Xp, K, fit, root)

### Arguments

`Xp` | (transformed) matrix of regression
`K` | number of non-zero components allowed
`root` | integer, position of the root column (intercept) excluded from the fit. null if no root column.

### Details

To do that, if a set of selected is not independent, we go back to the previous selected variables, and forbid the moves that led to non-independence for the rest of the path.

### Value

delta a vector of regression with K non-zero coefficients.

[Package PhylogeneticEM version 1.1.0 Index]