Cross-validation of LASSO penenlty lambda.
1 2 | samp1.lambda.overall(x, y, family, alpha, lambda.opt, nfolds, penalty.factor,
n.samp2, ...)
|
x |
Design matrix, of dimension n x p. |
y |
Vector of quantitative response variable. |
family |
Distribution family of |
alpha |
A single value n the range of 0 to 1 for the elastic net mixing parameter. |
lambda.opt |
Criterion for optimum selection of cross-validated lasso. Either
"lambda.1se" (default) or "lambda.min". See |
nfolds |
Number of folds (default is 10). See |
penalty.factor |
See glmnet. |
n.samp2 |
Number of individuals in samp2 which is the max. for non zero coefficients. |
... |
Additional agruments. |
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