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    <p>When I ran the code, I got something a bit different, since set.seed() had not been specified. Instead of using the variable name "letter", I used "letter_" as a convenient splitting marker:</p> <pre><code>&gt; fnew &lt;- rownames(myfit$beta)[which(myfit$beta != 0)] &gt; fnew [1] "letter_c" "letter_d" "letter_e" "letter_f" "letter_h" "letter_k" "letter_l" [8] "letter_o" "letter_q" "letter_r" "letter_s" "letter_t" "letter_u" "letter_v" [15] "letter_w" </code></pre> <p>Then made the split and packaged into a character matrix:</p> <pre><code>&gt; fnewmtx &lt;- cbind( lapply(sapply(fnew, strsplit, split="_"), "[[", 2), + lapply(sapply(fnew, strsplit, split="_"), "[[", 1)) </code></pre> <blockquote> <p>fnewmtx [,1] [,2]<br> letter_c "c" "letter" letter_d "d" "letter" letter_e "e" "letter" letter_f "f" "letter" snipped the rest</p> </blockquote> <p>And wrapped the paste function(s) output in as.formula() which is half of the answer to how to "convert between formula and its character representation and back." The other half is as.character()</p> <pre><code>form &lt;- as.formula( paste("~", paste( paste(" I(", fnewmtx[,2], "_ ==", "'",fnewmtx[,1],"') ", sep="") , sep="", collapse="+") ) ) # edit: needed to add back the underscore </code></pre> <p>And the output is now an appropriate class object:</p> <pre><code>&gt; class(form) [1] "formula" &gt; form ~I(letter_ == "c") + I(letter_ == "d") + I(letter_ == "e") + I(letter_ == "f") + I(letter_ == "h") + I(letter_ == "k") + I(letter_ == "l") + I(letter_ == "o") + I(letter_ == "q") + I(letter_ == "r") + I(letter_ == "s") + I(letter_ == "t") + I(letter_ == "u") + I(letter_ == "v") + I(letter_ == "w") </code></pre> <p>I find it interesting that the as.formula conversion made the single-quotes around the letters into double-quotes.</p> <p>Edit: Now that the problem has an additional dimension or two, my suggestion is to skip the recreation of the formula. Note that the rownames of myfit$beta are exactly the same as the column names of X, so instead use the non-zero rownames as indices to select columns in the X matrix:</p> <pre><code>&gt; str(X[ , which( colnames(X) %in% rownames(myfit$beta)[which(myfit$beta != 0)] )] ) Formal class 'dgCMatrix' [package "Matrix"] with 6 slots ..@ i : int [1:429] 9 54 91 157 166 37 55 68 117 131 ... ..@ p : int [1:61] 0 5 13 20 28 36 42 50 60 68 ... ..@ Dim : int [1:2] 200 60 ..@ Dimnames:List of 2 .. ..$ : chr [1:200] "1" "2" "3" "4" ... .. ..$ : chr [1:60] "letter_b" "letter_c" "letter_e" "letter_f" ... ..@ x : num [1:429] 1 1 1 1 1 1 1 1 1 1 ... ..@ factors : list() &gt; myfit2 &lt;- glmnet(X[ , which( colnames(X) %in% rownames(myfit$beta)[which(myfit$beta != 0)] )] ,as.vector(y),lambda=.05) &gt; myfit2 Call: glmnet(x = X[, which(colnames(X) %in% rownames(myfit$beta)[ which(myfit$beta != 0)])], y = as.vector(y), lambda = 0.05) Df %Dev Lambda [1,] 60 0.9996 0.05 </code></pre>
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    1. POConverting coefficient names to a formula in R
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    1. COThanks DWin! This is close, but not quite a general solution. I've updated my example. Is there a quick fix that extends your solution?
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      1. USChristopher DuBois
    2. COAlso, when creating fnewmtx, shouldn't the strsplit use split="_" instead of split=""?
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      1. USChristopher DuBois
    3. COQuite right. I will edit. I am seeing if I can cope with the added complexity of an interaction formula but don't expect a quick reply on that..... update: tried to edit but the underscores are in the code segments of the original and not being displayed on the SO page. Re-"coded" and perhaps now better.
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