sqrt_lasso_coeffs: SQRT lasso
In MFKnockoffs: Model-Free Knockoff Filter for Controlled Variable Selection
Description
Usage
Arguments
Value
Description
Perform variable selection with SQRT lasso
Usage
1
sqrt_lasso_coeffs(X, y, nlambda = NULL, ...)
Arguments
X
matrix of predictors
y
response vector
Value
vector with jth component the selection probability of variable j
MFKnockoffs documentation built on May 2, 2019, 6:33 a.m.
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Description Usage Arguments Value
Description
Perform variable selection with SQRT lasso
Usage
1 | sqrt_lasso_coeffs(X, y, nlambda = NULL, ...)
|
Arguments
X |
matrix of predictors |
y |
response vector |
Value
vector with jth component the selection probability of variable j
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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