Rでgroup lasso 2 grpregの利用

とりあえず。
https://cran.r-project.org/web/packages/grpreg/vignettes/quick-start.pdf　
grpreg パッケージの利用

##2018.05.22
##Dummy test
x<-factor(c("M","M","F"))
dummy(x)
y<-factor(c("A","B","A"))
dummy(y)
dummy.data.frame(data.frame(x,y),sep=".")


tmp2<-q_tmp %>% dplyr::group_by(buken_id) %>% summarise(LIFE_TIME=median(LIFE_TIME,na.rm=T),TINRYOU=median(TINRYOU,na.rm=T),kaisuu_tatemono=median(KAISUU_TATEMONO,na.rm=T),MENSEKI=median(MENSEKI,na.rm=T),TIKUNENSUU=median(TIKUNENSUU,na.rm=T),SAIKOU=SAIKOU[1],CON_GAKUSEI=CON_GAKUSEI[1],GENJYOU=GENJYOU[1],MOYORIEKI=MOYORIEKI[1],KOUTUUTOHO=median(KOUTUUTOHO,na.rm=T))
 
x<-NULL

x<-tmp2$TINRYOU
g<-"TINRYOU"



m<-moyoriki_list[tmp2$MOYORIEKI]
x0<-dummy(m)
g0<-rep("MOYORIEKI",length(x0[1,]))
x<-cbind(x,x0)
g<-c(g,g0)

x0<-tmp2$TIKUNENSUU
g0<-rep("TIKUNENSUU",1)
x<-cbind(x,x0)
g<-c(g,g0)

x0<-tmp2$KOUTUUTOHO
names(x0)="KOUTUUTOHO"
g0<-rep("KOUTUUTOHO",1)
x<-cbind(x,x0)
g<-c(g,g0)


x0<-dummy(tmp2$SAIKOU)
g0<-rep("SAIKOU",length(x0[1,]))
x<-cbind(x,x0)
g<-c(g,g0)

x0<-dummy(tmp2$CON_GAKUSEI)
g0<-rep("CON_GAKUSEI",length(x0[1,]))
x<-cbind(x,x0)
g<-c(g,g0)

x0<-dummy(tmp2$GENJYOU)
g0<-rep("GENJYOU",length(x0[1,]))
x<-cbind(x,x0)
g<-c(g,g0)

y<-tmp2$LIFE_TIME
 fit <- grpreg(X=x, y=y, group=g, penalty="grLasso")

 plot(fit)
 coef(fit,lambda=10)
cvfit <- cv.grpreg(X=x, y=y, group=g, penalty="grLasso")


 coef(cvfit)
 plot(cvfit)