R programming language resources › Forums › Statistical analyses › Generalized Path Seeking algorithm with R
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Andrius.
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- August 11, 2009 at 2:01 pm #284
Andrius
MemberHello,
Has anybody tried to use Generalized Path Seeking algorithm introduced by Jerome H. Friedman and implemented using R? :
http://www-stat.stanford.edu/~jhf/r-gps/GPShelp.htmlI have a problem using it and I hope that you could help me. I have tried to run the GPS model for penalized logistic Ridge and logistic Lasso regressions on my dataset, but it seems that I am doing something wrong, because I am getting not very good results.
I think the problem is with the definition of data for variable y. According to GPS help: ‘For classification (mode=”class”) variable y is a numeric matrix with two columns respectively containing the number of each of the two classes at the design points (rows).’
So for y matrix’s second column I’ve tried to put 1 for actual goods and 0 for bads and for the first – inverse of the value of second column, but it seems that it is not right.
Does anybody have an idea how the first column has to be defined?
I would be very grateful.Andrius
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