alasso.cv | R Documentation |
alasso.cv
computes the ALASSO estimator.
alasso.cv(x, y)
x |
n x p covariate matrix |
y |
n x 1 response vector |
alasso.cv
returns the ALASSO estimate
alasso |
the ALASSO estimator |
Hui Zou, (2006). "The adaptive LASSO and its oracle properties", JASA, 101 (476), 1418-1429
p <- 5 n <- 100 beta <- c(2, 1, 0.5, rep(0, p - 3)) x <- matrix(nrow = n, ncol = p, rnorm(n * p)) y <- rnorm(n) + crossprod(t(x), beta) alasso.cv(x, y)
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