Description Usage Arguments Author(s) References See Also Examples
Calculates maximum value of lambda for which Liso gives a non-zero fit
1 |
x |
Design matrix (without intercept). |
y |
Response value. |
monotone |
Monotonicity pattern. Can be a single value, or a vector of length equal to the number of covariates. Takes values -1, 0, 1, indicating monotonically decreasing, non-monotonic, monotonically increasing respectively. |
covweights |
Covariate weights. Should be a vector of length equal to the number of covariates, or more if different weights are to be applied to positive and negative fits of non-monotone components. |
weights |
Observation weights. Should be a vector of length equal to the number of observations. |
Zhou Fang
Zhou Fang and Nicolai Meinshausen (2009), Liso for High Dimensional Additive Isotonic Regression, available at http://blah.com
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