Description Usage Arguments Value See Also Examples

Provide organic lasso estimate (of the error standard deviation) using cross-validation to select the tuning parameter value

1 2 |

`x` |
An |

`y` |
A response vector of size |

`lambda` |
A user specified list of tuning parameter. Default to be NULL, and the program will compute its own |

`intercept` |
Indicator of whether intercept should be fitted. Default to be |

`nlam` |
The number of |

`flmin` |
The ratio of the smallest and the largest values in |

`nfold` |
Number of folds in cross-validation. Default value is 5. If each fold gets too view observation, a warning is thrown and the minimal |

`foldid` |
A vector of length |

`thresh` |
Threshold value for underlying optimization algorithm to claim convergence. Default to be |

A list object containing:

`n`

and`p`

:The dimension of the problem.

`lambda`

:The path of tuning parameter used.

`beta`

:Estimate of the regression coefficients, in the original scale, corresponding to the tuning parameter selected by cross-validation.

`a0`

:Estimate of intercept

`mat_mse`

:The estimated prediction error on the test sets in cross-validation. A matrix of size

`nlam`

by`nfold`

`cvm`

:The averaged estimated prediction error on the test sets over K folds.

`cvse`

:The standard error of the estimated prediction error on the test sets over K folds.

`ibest`

:The index in

`lambda`

that attains the minimal mean cross-validated error.`foldid`

:Fold assignment. A vector of length

`n`

.`nfold`

:The number of folds used in cross-validation.

`sig_obj`

:Organic lasso estimate of the error standard deviation, selected by cross-validation.

`sig_obj_path`

:Organic lasso estimates of the error standard deviation. A vector of length

`nlam`

.`type`

:whether the output is of a natural or an organic lasso.

1 2 3 | ```
set.seed(123)
sim <- make_sparse_model(n = 50, p = 200, alpha = 0.6, rho = 0.6, snr = 2, nsim = 1)
ol_cv <- olasso_cv(x = sim$x, y = sim$y[, 1])
``` |

Embedding an R snippet on your website

Add the following code to your website.

For more information on customizing the embed code, read Embedding Snippets.