关于sparse group lasso
R中的sgl包拟合后怎么看系数
n = 50; p = 100; size.groups = 10index <- ceiling(1:p / size.groups)X = matrix(rnorm(n * p), ncol = p, nrow = n)beta = (-2:2)y = X[,1:5] %*% beta + 0.1*rnorm(n)data = list(x = X, y = y)fit = SGL(data, index, type = "linear")就是这个拟合之后每个变量都有很多列系数,不知道该怎么看,特别迷茫