question on the lasso example in matlab documentation
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In the Lasso documentation page here: https://www.mathworks.com/help/stats/lasso.html
Construct the default lasso fit.
B = lasso(X,y);
Find the coefficient vector for the 25th Lambda value in B.
B(:,25)
Is there any particular reason why the 25th lambda value in B was chosen? I don't understand this part. Thanks
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Accepted Answer
Alan Weiss
on 13 Jul 2018
The example is just intended to show how to use the function. I wanted to show what the output looked like, that the coefficient corresponding to a particular lambda value is a vector. I chose 25 arbitrarily. Sorry that it confused you.
Alan Weiss
MATLAB mathematical toolbox documentation
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