Description Usage Arguments Details Value Author(s) Examples
Cross-validated Lasso screening and upper bound on number of predictors
1 | screen_cvfix.lasso(x, y, no.predictors = 10)
|
x |
Predictor matrix. |
y |
Response vector. |
no.predictors |
Upper bound on number of active predictors, |
Computes Lasso coefficients (cross-validation optimal lambda). Truncates smalles coefficients to zero such that there are no more than no.predictors non-zero coefficients
Active-set.
n.stadler
1 | screen_cvfix.lasso(matrix(rnorm(5000),50,100),rnorm(50))
|
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