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authorGertjan van den Burg <gertjanvandenburg@gmail.com>2016-02-10 15:27:35 -0500
committerGertjan van den Burg <gertjanvandenburg@gmail.com>2016-02-10 15:27:35 -0500
commit904e559845f48f38c7eb928d65876e3a064a17c7 (patch)
tree1d4153ad46cfe94bda2bd5dc3105acf67b2dc994 /R/postprocess.R
parentredefine gamma to correspond to theory (diff)
downloadsparsestep-904e559845f48f38c7eb928d65876e3a064a17c7.tar.gz
sparsestep-904e559845f48f38c7eb928d65876e3a064a17c7.zip
add documentation, unify implementations of path and fit
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+postprocess <- function(betas, a0, x, normx, nvars, nlambdas) {
+ betas <- scale(betas, FALSE, normx)
+
+ # add names
+ vnames <- colnames(x)
+ if (is.null(vnames)) { vnames <- paste("V", seq(nvars), sep="") }
+ stepnames <- paste("s", seq(nlambdas)-1, sep="")
+ colnames(betas) <- vnames
+ rownames(betas) <- stepnames
+
+ a0 <- t(as.matrix(rep(a0, nlambdas)))
+ colnames(a0) <- stepnames
+ rownames(a0) <- "Intercept"
+
+ # Make it a sparse matrix
+ beta <- drop0(Matrix(as.matrix(t(betas))))
+
+ out <- list(beta = beta, a0 = a0)
+
+ return(out)
+}