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alexpghayes/glmnet_factor_ex.r

Last active April 28, 2017 22:22
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glmnet factor example
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glmnet_factor_ex.r
library(ggplot2)
library(glmnet)
x <- model.matrix(mpg ~ factor(cyl) + factor(gear) + wt * factor(gear), mtcars)
y <- mtcars$mpg
x
fit <- cv.glmnet(x, y, alpha = 1) # lasso when alpha = 1, ridge when alpha = 0
coef(fit, s = fit$lambda.min)
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