Calculate the regularization path of an SDTree — regPath.SDTree • SDModels

This function calculates the variable importance of an SDTree for different complexity parameters.

# S3 method for class 'SDTree'
regPath(object, cp_seq = NULL, ...)

Arguments

object: an SDTree object
cp_seq: A sequence of complexity parameters. If NULL, the sequence is calculated automatically using only relevant values.
...: Further arguments passed to or from other methods.

Value

An object of class paths containing

cp: The sequence of complexity parameters.
varImp_path: A matrix with the variable importance for each complexity parameter.
type: Path type

See also

plot.paths prune get_cp_seq SDTree

Author

Markus Ulmer

Examples

set.seed(1)
n <- 10
X <- matrix(rnorm(n * 5), nrow = n)
y <- sign(X[, 1]) * 3 + sign(X[, 2]) + rnorm(n)
model <- SDTree(x = X, y = y, Q_type = 'no_deconfounding', cp = 0.5)
paths <- regPath(model)
plot(paths)

# \donttest{
plot(paths, plotly = TRUE)

# }