sqrt_lasso_coeffs: SQRT lasso

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.