[Gretl-devel] Re: Internal error from the regls addon

Am 20.05.2022 um 21:59 schrieb Cottrell, Allin: > On Fri, May 20, 2022 at 10:35 AM Sven Schreiber <svetosch(a)gmx.net&gt; wrote: >> >> Hi, one other trivial question about regls: >> >> In the result bundle we have the member "B" with all coefficients, and >> "nzb" with the non-zero coefficients. Fine, but then we also have "nzX". >> What I'm saying is that we have a mixture of upper- and lowercase >> conventions here. Would it be too late to introduce "nzB" as an alias >> for "nzb"? Or maybe even better to have "b" mean the same thing as "B", >> since the beta vector is also a small greek letter? > > I see your point, but here's my rationale for the use of 'b' versus > 'B'. Other than in the (unlikely, not very practical) case where the > user wants results for a single penalty value, the object "B" in the > bundle returned by regls will be a matrix with several columns, while > nzb will always be a column vector holding the non-zero elements of > the "optimal" coeff vector (where "optimality" is determined either > via BIC or cross validation). Right, that makes sense - except in the case where single_b is switched on and a single output vector is requested for B. But actually this makes me think: Could there be a case for a matrices array nzB of length nlambda, where each entry holds the associated nzb-s? And perhaps likewise nzLX an array of lists with individual nzX-s in them? But maybe it's overkill.