af.lasso: Function af.lasso

af.lassoR Documentation

Function af.lasso

Description

Applies LASSO regression and returns data.frame with important predictors.

Usage

af.lasso(data, output = NULL, control = caret::trainControl(method =
  "boot", number = 30))

Arguments

data

data.frame containing data.

output

index or name of criterion in data.

y

numeric vector.

Examples

data=data.frame(y=rnorm(100),x1=rnorm(100),x2=rnorm(100));
af.lasso(data,"y1")

AndreasFischer1985/quantqual documentation built on June 20, 2022, 4:55 p.m.