Nothing
###########################
STGS.lasso<-function(X, Y, r){
n<-nrow(X)
p<-ncol(X)
m<-round(n*r)
correl<-rep(0,25)
for (k in 1:25){
tst<-sample(1:n,size=m,replace=FALSE)
XTRN<-X[-tst,] ; YTRN<-Y[-tst,]
XTST<-X[tst,] ; YTST<-Y[tst,]
requireNamespace("glmnet")
fm<-glmnet(y=YTRN,x=as.matrix(XTRN),alpha=1)
cv<-cv.glmnet(y=YTRN,x=as.matrix(XTRN))
Pred1<-predict(fm,as.matrix(XTST),s=cv$lambda.min)
Pred<-predict(fm,as.matrix(X),s=cv$lambda.min)
correl[k]<-cor(Pred1,YTST)
}
Accuracy<-mean(correl, na.rm=TRUE)
return(list("fit"=fm,"Pred"=Pred,"Accuracy"=Accuracy))
}
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