Compute selection frequencies from coefficient paths
Usage
sb_selection_frequency(
coef_matrix,
version = c("glmnet", "lars"),
threshold = 1e-04
)Arguments
- coef_matrix
Matrix produced by
sb_apply_selector_manual().- version
Either
"glmnet"(first row is intercept) or"lars".- threshold
Coefficients with absolute value below this threshold are treated as zero.