fit.LASSO: Interface function for fitting a generalised linear model...
In peperr: Parallelised Estimation of Prediction Error

fit.LASSO

R Documentation

Interface function for fitting a generalised linear model with the lasso

Interface for fitting survival models with the lasso, conforming to the requirements of argument fit.fun in peperr call.

fit.LASSO(response, x, cplx, ...)

`response`	response. Could be numeric vector for linear regression, `Surv` object for Cox regression or a binary vector for logistic regression.
`x`	`n*p` matrix of covariates.
`cplx`	LASSO penalty. `lambda1` of `penalized` call.
`...`	additional arguments passed to `penalized` call.

Function is basically a wrapper around function penalized of package penalized.

penfit object