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POConverting coefficient names to a formula in R
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copied!<p>When using formulas that have factors, the fitted models name the coefficients XY, where X is the name of the factor and Y is a particular level of it. I want to be able to create a formula from the names of these coefficients.</p> <p>The reason: If I fit a lasso to a sparse design matrix (as I do below) I would like to create a new formula object that only contains terms for the nonzero coefficients.</p> <pre><code>require("MatrixModels") require("glmnet") set.seed(1) n <- 200 Z <- data.frame(letter=factor(sample(letters,n,replace=T),letters), x=sample(1:20,200,replace=T)) f <- ~ letter + x:letter + I(x>5):letter X <- sparse.model.matrix(f, Z) beta <- matrix(rnorm(dim(X)[2],0,5),dim(X)[2],1) y <- X %*% beta + rnorm(n) myfit <- glmnet(X,as.vector(y),lambda=.05) fnew <- rownames(myfit$beta)[which(myfit$beta != 0)] [1] "letterb" "letterc" "lettere" [4] "letterf" "letterg" "letterh" [7] "letterj" "letterm" "lettern" [10] "lettero" "letterp" "letterr" [13] "letters" "lettert" "letteru" [16] "letterw" "lettery" "letterz" [19] "lettera:x" "letterb:x" "letterc:x" [22] "letterd:x" "lettere:x" "letterf:x" [25] "letterg:x" "letterh:x" "letteri:x" [28] "letterj:x" "letterk:x" "letterl:x" [31] "letterm:x" "lettern:x" "lettero:x" [34] "letterp:x" "letterq:x" "letterr:x" [37] "letters:x" "lettert:x" "letteru:x" [40] "letterv:x" "letterw:x" "letterx:x" [43] "lettery:x" "letterz:x" "letterb:I(x > 5)TRUE" [46] "letterc:I(x > 5)TRUE" "letterd:I(x > 5)TRUE" "lettere:I(x > 5)TRUE" [49] "letteri:I(x > 5)TRUE" "letterj:I(x > 5)TRUE" "letterl:I(x > 5)TRUE" [52] "letterm:I(x > 5)TRUE" "letterp:I(x > 5)TRUE" "letterq:I(x > 5)TRUE" [55] "letterr:I(x > 5)TRUE" "letteru:I(x > 5)TRUE" "letterv:I(x > 5)TRUE" [58] "letterx:I(x > 5)TRUE" "lettery:I(x > 5)TRUE" "letterz:I(x > 5)TRUE" </code></pre> <p>From this I would like to have a formula</p> <pre><code>~ I(letter=="d") + I(letter=="e") + ...(etc) </code></pre> <p>I checked out formula() and all.vars() to no avail. Also, writing a function to parse this is a bit of a pain because of the different types of terms that can arise. For example, for x:letter when x is a numeric value and letter is a factor, or I(x>5):letter as another annoying case.</p> <p>So am I not aware of some function to convert between formula and its character representation and back again?</p>

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