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Type 'q()' to quit R. > #source("charge.R") > library("LINselect") > > set.seed(15) # pour pouvoir comparer des exécutions sucessives > ex <- simulData(p=100,n=50,r=0.95,rSN=10) > > res.tuneLasso <- tuneLasso(ex$Y,ex$X,method="Glasso",verbose=TRUE) [1] "Tuning Gauss Lasso with Vfold CV: V= 10 , dmax= 45" [1] "Tuning Gauss Lasso with LinSelect: K= 1.1" Warning messages: 1: In penalty(Delta, n, p, K) : the values of the penalty function greater than 1e+08 are set to Inf err= 2 n n= 50 Dm= 0the values of the penalty function greater than 1e+08 are set to Inf err= 2 n n= 50 Dm= 1the values of the penalty function greater than 1e+08 are set to Inf err= 2 n n= 50 Dm= 2the values of the penalty function greater than 1e+08 are set to Inf err= 2 n n= 50 Dm= 3the values of the penalty function greater than 1e+08 are set to Inf err= 2 n n= 50 Dm= 4the values of the penalty function greater than 1e+08 are set to Inf err= 2 n n= 50 Dm= 5the values of the penalty function greater than 1e+08 are set to Inf err= 2 n n= 50 Dm= 6the values of the penalty function greater than 1e+08 are set to Inf err= 2 n n= 50 Dm= 7the values of the penalty function greater than 1e+08 are set to Inf err= 2 n n= 50 Dm= 8the values of the penalty function greater than 1e+08 are set to Inf err= 2 n n= 50 Dm= 9the values of the penalty function greater than 1e+08 are set to Inf err= 2 n n= 50 Dm= [... truncated] 2: In penalty(Delta, n, p, K) : the values of the penalty function greater than 1e+08 are set to Inf err= 2 n n= 50 Dm= 0the values of the penalty function greater than 1e+08 are set to Inf err= 2 n n= 50 Dm= 1the values of the penalty function greater than 1e+08 are set to Inf err= 2 n n= 50 Dm= 2the values of the penalty function greater than 1e+08 are set to Inf err= 2 n n= 50 Dm= 3the values of the penalty function greater than 1e+08 are set to Inf err= 2 n n= 50 Dm= 4the values of the penalty function greater than 1e+08 are set to Inf err= 2 n n= 50 Dm= 5the values of the penalty function greater than 1e+08 are set to Inf err= 2 n n= 50 Dm= 6the values of the penalty function greater than 1e+08 are set to Inf err= 2 n n= 50 Dm= 7the values of the penalty function greater than 1e+08 are set to Inf err= 2 n n= 50 Dm= 8the values of the penalty function greater than 1e+08 are set to Inf err= 2 n n= 50 Dm= 9the values of the penalty function greater than 1e+08 are set to Inf err= 2 n n= 50 Dm= [... truncated] > res.tuneLasso$Glasso$CV$support [1] 3 5 6 > res.tuneLasso$Glasso$Ls$support [1] 6 > > res.tuneLasso <- tuneLasso(ex$Y,ex$X,method="lasso",verbose=TRUE) [1] "Tuning Lasso with Vfold CV: V= 10 , dmax= 45" [1] "Tuning Lasso with LINselect: K= 1.1 , a= 0.5 , dmax= 45" Warning message: In penalty(Delta, n, p, K) : the values of the penalty function greater than 1e+08 are set to Inf err= 2 n n= 50 Dm= 0the values of the penalty function greater than 1e+08 are set to Inf err= 2 n n= 50 Dm= 1the values of the penalty function greater than 1e+08 are set to Inf err= 2 n n= 50 Dm= 2the values of the penalty function greater than 1e+08 are set to Inf err= 2 n n= 50 Dm= 3the values of the penalty function greater than 1e+08 are set to Inf err= 2 n n= 50 Dm= 4the values of the penalty function greater than 1e+08 are set to Inf err= 2 n n= 50 Dm= 5the values of the penalty function greater than 1e+08 are set to Inf err= 2 n n= 50 Dm= 6the values of the penalty function greater than 1e+08 are set to Inf err= 2 n n= 50 Dm= 7the values of the penalty function greater than 1e+08 are set to Inf err= 2 n n= 50 Dm= 8the values of the penalty function greater than 1e+08 are set to Inf err= 2 n n= 50 Dm= 9the values of the penalty function greater than 1e+08 are set to Inf err= 2 n n= 50 Dm= [... truncated] > res.tuneLasso$lasso$CV$support [1] 1 2 3 5 6 9 10 13 14 15 39 > res.tuneLasso$lasso$Ls$support [1] 1 2 3 5 6 10 14 15 29 39 70 > > ## Time consuming > # set.seed(5) # pour pouvoir comparer des exécutions sucessives > # ex <- simulData(p=100,n=100,r=0.95,rSN=10) > # res.tuneLasso <- tuneLasso(ex$Y,ex$X, dmax=20) > # > # > # set.seed(67) # pour pouvoir comparer des exécutions sucessives > # ex <- simulData(p=50,n=1000,r=0.95,rSN=10) > # res.tuneLasso <- tuneLasso(ex$Y,ex$X, dmax=20) > # res.tuneLasso$lasso$CV$coeff > # res.tuneLasso$lasso$Ls$coeff > # res.tuneLasso$Glasso$CV$support > # res.tuneLasso$Glasso$Ls$support > > > > > proc.time() user system elapsed 1.90 0.34 2.18