complexity.LASSO: Interface for selection of optimal parameter for lasso fit

Description Usage Arguments Details Value See Also

View source: R/complexity.LASSO.R

Description

Determines the optimal value for tuning parameter lambda for a regression model with lasso penalties via cross-validation. Conforming to the calling convention required by argument complexity in peperr call.

Usage

1
complexity.LASSO(response, x, full.data, ...)

Arguments

response

a survival object (Surv(time, status)).

x

n*p matrix of covariates.

full.data

data frame containing response and covariates of the full data set.

...

additional arguments passed to optL1 of package penalized call.

Details

Function is basically a wrapper around optL1 of package penalized. Calling peperr, default arguments of optL1 can be changed by passing a named list containing these as argument args.complexity.

Value

Scalar value giving the optimal value for lambda.

See Also

peperr, optL1


peperr documentation built on May 2, 2019, 4:08 a.m.