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qucqu opened this issue Aug 30, 2021 · 2 comments
Open

Features in the data #71

qucqu opened this issue Aug 30, 2021 · 2 comments

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@qucqu
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qucqu commented Aug 30, 2021

In 5.1.3 Illustration, I try to use your code and data to compute Lasso as you did in your book:

library(glmnet)
y_penalized <- data_ml$R1M_Usd # Dependent variable
x_penalized <- data_ml %>% # Predictors
dplyr::select(all_of(features)) %>% as.matrix()
fit_lasso <- glmnet(x_penalized, y_penalized, alpha = 1) # Model alpha = 1: LASSO

in dplyr::select(all_of(features)) %>% as.matrix(), since there is no "features" in your data, I cannot repeate your compution. Is the data in github is not the one you used in your book?

Thanks and regards,
Mike
@shokru
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shokru commented Aug 30, 2021

Dear Mike,

sorry for the inconvenience. The set of features is defined in Chapter 2 as:
features <- colnames(data_ml[3:95])

With this it should work.
Best,

Guillaule

@qucqu
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qucqu commented Aug 30, 2021

Dear Guillaule,

Many thanks for your quick response! It really solve my problem.

With Best Regards,
Mike

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