Last updated: 2022-12-06
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Knit directory: cv/analysis/
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TO DO: Give brief overview of the this demo.
Load a couple packaeges and the cross-validation code.
library(glmnet)
# Loading required package: Matrix
# Loaded glmnet 4.0-2
library(parallel)
source("../code/cv.R")Initialize the sequence of pseudorandom numbers.
set.seed(1)Simulate a regression data set.
n <- 200
p <- 1000
X <- matrix(rnorm(n*p),n,p)
b <- rep(0,p)
b[sample(p,4)] <- c(1,-1,1,-1)
y <- X %*% b + rnorm(n)
sessionInfo()
# R version 3.6.2 (2019-12-12)
# Platform: x86_64-apple-darwin15.6.0 (64-bit)
# Running under: macOS Catalina 10.15.7
#
# Matrix products: default
# BLAS: /Library/Frameworks/R.framework/Versions/3.6/Resources/lib/libRblas.0.dylib
# LAPACK: /Library/Frameworks/R.framework/Versions/3.6/Resources/lib/libRlapack.dylib
#
# locale:
# [1] en_US.UTF-8/en_US.UTF-8/en_US.UTF-8/C/en_US.UTF-8/en_US.UTF-8
#
# attached base packages:
# [1] parallel stats graphics grDevices utils datasets methods
# [8] base
#
# other attached packages:
# [1] glmnet_4.0-2 Matrix_1.4-2
#
# loaded via a namespace (and not attached):
# [1] Rcpp_1.0.8 pillar_1.6.2 compiler_3.6.2 bslib_0.3.1
# [5] later_1.0.0 jquerylib_0.1.4 git2r_0.29.0 workflowr_1.7.0.3
# [9] iterators_1.0.12 tools_3.6.2 digest_0.6.23 lattice_0.20-38
# [13] jsonlite_1.7.2 evaluate_0.14 lifecycle_1.0.0 tibble_3.1.3
# [17] pkgconfig_2.0.3 rlang_0.4.11 foreach_1.4.7 yaml_2.2.0
# [21] xfun_0.29 fastmap_1.1.0 stringr_1.4.0 knitr_1.37
# [25] fs_1.5.2 vctrs_0.3.8 sass_0.4.0 rprojroot_1.3-2
# [29] grid_3.6.2 glue_1.4.2 R6_2.4.1 fansi_0.4.0
# [33] survival_3.1-8 rmarkdown_2.11 magrittr_2.0.1 whisker_0.4
# [37] splines_3.6.2 codetools_0.2-16 backports_1.1.5 promises_1.1.0
# [41] ellipsis_0.3.2 htmltools_0.5.2 shape_1.4.4 httpuv_1.5.2
# [45] utf8_1.1.4 stringi_1.4.3 crayon_1.4.1