[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> 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.
thanks
sven